Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 82'284 CHF | 84'784 CHF | 97.86% | 97.86% |
19.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 250'786 | 250'786 | 76'124 CHF | 78'632 CHF | 99.97% | 99.97% |
18.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'510 CHF | 88'010 CHF | 98.77% | 98.77% |
15.11.2024 | 2.68% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 249'411 | 249'411 | 91'884 CHF | 94'378 CHF | 100.00% | 100.00% |
14.11.2024 | 2.48% | 0.43 CHF | 0.44 CHF | 225'000 | 225'000 | 238'968 | 238'969 | 95'008 CHF | 97'399 CHF | 98.26% | 98.26% |
13.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'479 CHF | 95'979 CHF | 99.60% | 99.60% |
12.11.2024 | 2.32% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 232'024 | 232'024 | 99'059 CHF | 101'379 CHF | 100.00% | 100.00% |
11.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 196'427 CHF | 200'427 CHF | 100.00% | 100.00% |
08.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 178'472 CHF | 182'472 CHF | 84.81% | 84.81% |
07.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 203'515 CHF | 207'515 CHF | 100.00% | 100.00% |