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 | 75'000 | 600'000 | 75'000 | 177'293 CHF | 22'912 CHF | 99.17% | 99.17% |
19.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 191'156 CHF | 24'645 CHF | 99.16% | 99.16% |
18.11.2024 | 3.29% | 0.32 CHF | 0.33 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 179'305 CHF | 23'163 CHF | 99.23% | 99.23% |
15.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 160'741 CHF | 20'843 CHF | 99.17% | 99.17% |
14.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 168'315 CHF | 21'789 CHF | 99.16% | 99.16% |
13.11.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 750'000 | 75'000 | 627'483 | 75'000 | 131'867 CHF | 16'566 CHF | 99.16% | 99.16% |
12.11.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 600'000 | 75'000 | 601'343 | 75'000 | 138'220 CHF | 17'994 CHF | 99.16% | 99.16% |
11.11.2024 | 2.80% | 0.29 CHF | 0.30 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 213'923 CHF | 27'490 CHF | 99.17% | 99.17% |
08.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 251'176 CHF | 32'147 CHF | 99.17% | 99.17% |
07.11.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 254'192 CHF | 32'524 CHF | 98.27% | 98.27% |