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 | 3.44% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 745'581 | 248'624 | 213'694 CHF | 73'747 CHF | 99.26% | 99.38% |
19.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 746'090 | 248'697 | 205'639 CHF | 71'033 CHF | 99.38% | 99.38% |
18.11.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'544 CHF | 76'682 CHF | 99.37% | 99.37% |
15.11.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 712'980 | 237'660 | 241'685 CHF | 82'938 CHF | 99.36% | 99.36% |
14.11.2024 | 3.06% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 749'381 | 249'794 | 242'065 CHF | 83'186 CHF | 99.38% | 99.38% |
13.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'625 CHF | 74'375 CHF | 99.38% | 99.38% |
12.11.2024 | 2.82% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 679'670 | 226'557 | 237'490 CHF | 81'429 CHF | 99.16% | 99.16% |
11.11.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 719'003 | 239'668 | 253'395 CHF | 86'862 CHF | 99.38% | 99.38% |
08.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'014 CHF | 77'838 CHF | 99.38% | 99.38% |
07.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 244'838 CHF | 84'113 CHF | 98.58% | 98.58% |