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 | 2.12% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 350'657 CHF | 119'386 CHF | 98.94% | 98.94% |
19.11.2024 | 2.37% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 313'812 CHF | 107'104 CHF | 99.17% | 99.17% |
18.11.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 346'347 CHF | 117'949 CHF | 98.48% | 98.48% |
15.11.2024 | 3.86% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 897'039 | 299'013 | 229'733 CHF | 79'568 CHF | 97.54% | 97.54% |
14.11.2024 | 2.74% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 756'637 | 252'212 | 274'001 CHF | 93'856 CHF | 97.43% | 97.43% |
13.11.2024 | 2.39% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 310'816 CHF | 106'105 CHF | 98.31% | 98.31% |
12.11.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 382'745 CHF | 130'082 CHF | 90.00% | 90.00% |
11.11.2024 | 2.12% | 0.57 CHF | 0.58 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 352'348 CHF | 119'949 CHF | 93.95% | 93.95% |
08.11.2024 | 4.89% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 979'151 | 379'151 | 199'218 CHF | 80'079 CHF | 98.76% | 98.76% |
07.11.2024 | 6.14% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 484'615 | 159'006 CHF | 81'433 CHF | 98.09% | 98.09% |