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 | 4.19% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 722'987 | 240'996 | 169'109 CHF | 58'780 CHF | 98.76% | 98.76% |
19.11.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'759 CHF | 60'086 CHF | 98.78% | 98.78% |
18.11.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 749'675 | 249'892 | 187'301 CHF | 64'933 CHF | 99.01% | 99.01% |
15.11.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 724'835 | 241'612 | 195'179 CHF | 67'476 CHF | 98.57% | 98.57% |
14.11.2024 | 3.60% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 703'367 | 234'456 | 191'391 CHF | 66'142 CHF | 98.06% | 98.06% |
13.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 748'169 | 249'390 | 199'304 CHF | 68'929 CHF | 99.10% | 99.10% |
12.11.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 628'941 | 209'647 | 183'004 CHF | 63'098 CHF | 98.28% | 98.28% |
11.11.2024 | 3.33% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'956 CHF | 61'319 CHF | 98.86% | 98.86% |
08.11.2024 | 2.82% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 727'265 | 242'422 | 257'668 CHF | 88'314 CHF | 98.88% | 98.88% |
07.11.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 323'551 CHF | 110'350 CHF | 98.08% | 98.08% |