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 | 3.07% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'356 CHF | 66'119 CHF | 97.78% | 97.78% |
19.11.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'102 CHF | 67'034 CHF | 97.26% | 97.26% |
18.11.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'469 CHF | 68'156 CHF | 99.11% | 99.11% |
15.11.2024 | 2.32% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 468'258 | 156'086 | 199'386 CHF | 68'023 CHF | 97.71% | 97.71% |
14.11.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'139 CHF | 72'213 CHF | 96.71% | 96.71% |
13.11.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'931 CHF | 79'144 CHF | 96.46% | 96.46% |
12.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'195 CHF | 96'565 CHF | 94.40% | 94.40% |
11.11.2024 | 1.61% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'214 CHF | 94'238 CHF | 97.55% | 97.55% |
08.11.2024 | 1.58% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'207 CHF | 95'902 CHF | 95.43% | 95.43% |
07.11.2024 | 1.88% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 552'821 | 184'274 | 291'408 CHF | 98'979 CHF | 96.75% | 96.75% |