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 | 2.43% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 305'528 CHF | 104'343 CHF | 99.37% | 99.37% |
19.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 294'349 CHF | 100'616 CHF | 99.38% | 99.38% |
18.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 309'839 CHF | 105'780 CHF | 99.37% | 99.37% |
15.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 338'642 CHF | 115'380 CHF | 99.36% | 99.36% |
14.11.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 325'586 CHF | 111'029 CHF | 99.38% | 99.38% |
13.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'161 CHF | 102'220 CHF | 99.38% | 99.38% |
12.11.2024 | 2.15% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 344'951 CHF | 117'484 CHF | 99.16% | 99.16% |
11.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 343'799 CHF | 117'100 CHF | 99.38% | 99.38% |
08.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 310'365 CHF | 105'955 CHF | 99.38% | 99.38% |
07.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 325'922 CHF | 111'141 CHF | 98.58% | 98.58% |