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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 188'235 CHF | 65'245 CHF | 99.10% | 99.10% |
20.11.2024 | 4.79% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 744'203 | 248'068 | 151'905 CHF | 53'116 CHF | 98.56% | 98.56% |
19.11.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'234 CHF | 54'911 CHF | 98.73% | 98.73% |
18.11.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 746'919 | 248'973 | 159'523 CHF | 55'664 CHF | 98.91% | 98.91% |
15.11.2024 | 3.41% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'795 CHF | 59'932 CHF | 97.64% | 97.64% |
14.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'473 CHF | 66'825 CHF | 96.98% | 96.98% |
13.11.2024 | 2.71% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'955 CHF | 74'985 CHF | 96.20% | 96.20% |
12.11.2024 | 2.12% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'191 CHF | 71'564 CHF | 94.61% | 94.61% |
11.11.2024 | 2.21% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'174 CHF | 68'891 CHF | 97.65% | 97.65% |
08.11.2024 | 2.14% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'923 CHF | 70'808 CHF | 96.11% | 96.11% |