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 | 2.39% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 611'264 | 203'755 | 252'864 CHF | 86'326 CHF | 99.25% | 99.25% |
19.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 702'461 | 234'154 | 279'123 CHF | 95'383 CHF | 98.94% | 98.94% |
18.11.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 733'764 | 244'588 | 287'566 CHF | 98'301 CHF | 98.87% | 98.87% |
15.11.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 619'550 | 206'517 | 259'488 CHF | 88'561 CHF | 99.29% | 99.29% |
14.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'936 CHF | 97'979 CHF | 97.39% | 97.39% |
13.11.2024 | 1.90% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'199 CHF | 106'400 CHF | 99.27% | 99.27% |
12.11.2024 | 1.71% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 348'984 CHF | 118'328 CHF | 99.17% | 99.17% |
11.11.2024 | 1.45% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 411'395 CHF | 139'132 CHF | 99.11% | 99.11% |
08.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 599'313 | 199'771 | 440'635 CHF | 148'876 CHF | 93.05% | 93.05% |
07.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'176 CHF | 152'725 CHF | 98.49% | 98.49% |