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 | 2.51% | 0.37 CHF | 0.38 CHF | 1'500'000 | 250'000 | 1'499'980 | 250'000 | 590'141 CHF | 100'858 CHF | 99.38% | 99.38% |
19.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 552'354 CHF | 94'559 CHF | 99.37% | 99.37% |
18.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 543'904 CHF | 93'151 CHF | 99.25% | 99.25% |
15.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 490'785 CHF | 84'298 CHF | 99.37% | 99.37% |
14.11.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 439'198 CHF | 75'700 CHF | 99.37% | 99.37% |
13.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 438'860 CHF | 75'643 CHF | 99.37% | 99.37% |
12.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 480'121 CHF | 82'520 CHF | 99.37% | 99.37% |
11.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 533'585 CHF | 91'431 CHF | 99.37% | 99.37% |
08.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 476'294 CHF | 81'882 CHF | 99.37% | 99.37% |
07.11.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 1'500'000 | 250'000 | 1'499'980 | 250'000 | 512'992 CHF | 88'000 CHF | 98.38% | 98.38% |