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 | 3.17% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 497'713 | 165'904 | 153'922 CHF | 52'967 CHF | 99.17% | 99.17% |
19.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'764 CHF | 58'921 CHF | 99.17% | 99.17% |
18.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 599'477 | 199'826 | 185'711 CHF | 63'902 CHF | 99.22% | 99.22% |
15.11.2024 | 3.33% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 599'717 | 199'906 | 177'806 CHF | 61'268 CHF | 99.16% | 99.16% |
14.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 471'803 | 157'268 | 152'533 CHF | 52'417 CHF | 99.15% | 99.15% |
13.11.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 545'545 | 181'848 | 172'090 CHF | 59'182 CHF | 99.16% | 99.16% |
12.11.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'849 CHF | 56'450 CHF | 99.16% | 99.16% |
11.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'035 CHF | 62'845 CHF | 99.17% | 99.17% |
08.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'540 CHF | 55'013 CHF | 99.16% | 99.16% |
07.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'366 CHF | 56'289 CHF | 98.18% | 98.18% |