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 | 2.18% | 0.42 CHF | 0.43 CHF | 600'000 | 600'000 | 312'797 | 312'797 | 142'925 CHF | 146'063 CHF | 99.90% | 99.90% |
19.11.2024 | 2.43% | 0.47 CHF | 0.48 CHF | 610'000 | 610'000 | 330'904 | 330'904 | 139'979 CHF | 143'295 CHF | 99.55% | 99.55% |
18.11.2024 | 3.12% | 0.48 CHF | 0.49 CHF | 700'000 | 700'000 | 370'705 | 370'705 | 173'419 CHF | 178'483 CHF | 97.74% | 97.74% |
15.11.2024 | 3.95% | 0.30 CHF | 0.31 CHF | 830'000 | 830'000 | 446'415 | 446'415 | 117'435 CHF | 121'909 CHF | 99.27% | 99.27% |
14.11.2024 | 2.85% | 0.30 CHF | 0.31 CHF | 700'000 | 700'000 | 358'261 | 358'261 | 123'885 CHF | 127'482 CHF | 98.83% | 98.83% |
13.11.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 700'000 | 700'000 | 357'163 | 357'163 | 144'863 CHF | 148'450 CHF | 99.34% | 99.34% |
12.11.2024 | 6.34% | 0.46 CHF | 0.47 CHF | 600'000 | 600'000 | 209'235 | 209'235 | 99'160 CHF | 102'261 CHF | 93.87% | 93.87% |
11.11.2024 | 2.15% | 0.57 CHF | 0.58 CHF | 690'000 | 690'000 | 373'400 | 373'400 | 178'308 CHF | 182'047 CHF | 97.29% | 97.29% |
08.11.2024 | 5.16% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 533'063 | 533'063 | 114'976 CHF | 120'330 CHF | 99.69% | 99.69% |
07.11.2024 | 6.46% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 577'487 | 577'487 | 92'458 CHF | 98'257 CHF | 99.77% | 99.77% |