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 | 4.59% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'008 CHF | 55'836 CHF | 99.37% | 99.37% |
19.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 730'311 | 243'437 | 166'019 CHF | 57'774 CHF | 96.69% | 96.69% |
18.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'683 CHF | 55'894 CHF | 97.53% | 97.53% |
15.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 618'123 | 206'041 | 161'020 CHF | 55'734 CHF | 95.80% | 95.80% |
14.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'317 CHF | 62'272 CHF | 99.59% | 99.59% |
13.11.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'860 CHF | 61'120 CHF | 98.93% | 98.93% |
12.11.2024 | 3.85% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 706'350 | 235'450 | 179'838 CHF | 62'301 CHF | 99.33% | 99.33% |
11.11.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 601'403 | 200'468 | 169'466 CHF | 58'493 CHF | 99.37% | 99.37% |
08.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'190 CHF | 62'897 CHF | 98.24% | 98.24% |
07.11.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'751 CHF | 57'250 CHF | 98.64% | 98.64% |