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 | 2.46% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 582'501 | 194'167 | 234'272 CHF | 80'032 CHF | 99.26% | 99.26% |
19.11.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'145 CHF | 79'048 CHF | 98.91% | 98.91% |
18.11.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'321 CHF | 77'107 CHF | 98.78% | 98.78% |
15.11.2024 | 2.35% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 561'781 | 187'260 | 235'899 CHF | 80'506 CHF | 99.24% | 99.24% |
14.11.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'565 CHF | 76'688 CHF | 97.49% | 97.49% |
13.11.2024 | 1.76% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'217 CHF | 85'906 CHF | 99.22% | 99.22% |
12.11.2024 | 1.55% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'130 CHF | 98'210 CHF | 97.03% | 97.03% |
11.11.2024 | 1.28% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'940 CHF | 118'147 CHF | 99.09% | 99.09% |
08.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'539 CHF | 127'013 CHF | 99.27% | 99.27% |
07.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'486 CHF | 129'662 CHF | 98.47% | 98.47% |