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 | 3.34% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'721 CHF | 60'907 CHF | 99.17% | 99.17% |
19.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'966 CHF | 57'989 CHF | 99.00% | 99.00% |
18.11.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'264 CHF | 56'421 CHF | 98.83% | 98.83% |
15.11.2024 | 3.16% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'237 CHF | 64'412 CHF | 99.24% | 99.24% |
14.11.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'925 CHF | 78'642 CHF | 97.47% | 97.47% |
13.11.2024 | 2.27% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 262'014 CHF | 89'338 CHF | 99.19% | 99.19% |
12.11.2024 | 1.95% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 483'159 | 161'053 | 244'452 CHF | 83'095 CHF | 97.02% | 97.02% |
11.11.2024 | 1.57% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'468 CHF | 96'323 CHF | 99.29% | 99.29% |
08.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'028 CHF | 105'176 CHF | 98.21% | 98.21% |
07.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 513'084 | 171'028 | 363'856 CHF | 122'996 CHF | 98.53% | 98.53% |