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 | 4.40% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 167'175 CHF | 58'225 CHF | 97.85% | 97.85% |
19.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'914 CHF | 55'805 CHF | 97.70% | 97.70% |
18.11.2024 | 4.94% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'234 CHF | 52'245 CHF | 98.90% | 98.90% |
15.11.2024 | 4.84% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'519 CHF | 53'006 CHF | 98.18% | 98.18% |
14.11.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'525 CHF | 64'342 CHF | 95.40% | 95.40% |
13.11.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'807 CHF | 73'436 CHF | 97.52% | 97.52% |
12.11.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 686'743 | 228'914 | 223'845 CHF | 76'904 CHF | 97.90% | 97.90% |
11.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 610'075 | 203'358 | 211'660 CHF | 72'587 CHF | 98.00% | 98.00% |
08.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'519 CHF | 78'173 CHF | 97.82% | 97.82% |
07.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'333 CHF | 87'944 CHF | 97.26% | 97.26% |