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 | 3.80% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'982 CHF | 67'161 CHF | 88.21% | 88.21% |
19.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'358 CHF | 61'953 CHF | 88.27% | 88.27% |
18.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'604 CHF | 64'035 CHF | 89.46% | 89.46% |
15.11.2024 | 3.47% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'262 CHF | 73'254 CHF | 93.42% | 93.42% |
14.11.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'304 CHF | 74'602 CHF | 90.26% | 90.26% |
13.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'619 CHF | 74'373 CHF | 96.17% | 96.17% |
12.11.2024 | 3.21% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 740'570 | 246'857 | 227'119 CHF | 78'175 CHF | 94.55% | 94.55% |
11.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'517 CHF | 75'172 CHF | 92.99% | 92.99% |
08.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 699'574 | 233'191 | 219'126 CHF | 75'374 CHF | 95.74% | 95.74% |
07.11.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 668'990 | 222'997 | 218'788 CHF | 75'159 CHF | 95.13% | 95.13% |