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 | 4.34% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'229 CHF | 58'910 CHF | 99.51% | 99.51% |
19.11.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'394 CHF | 60'631 CHF | 99.26% | 99.26% |
18.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'410 CHF | 58'970 CHF | 99.23% | 99.23% |
15.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'850 CHF | 60'450 CHF | 99.40% | 99.40% |
14.11.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'947 CHF | 60'649 CHF | 97.56% | 97.56% |
13.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'708 CHF | 62'236 CHF | 99.37% | 99.37% |
12.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'552 CHF | 66'851 CHF | 94.87% | 94.87% |
11.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'384 CHF | 72'461 CHF | 99.37% | 99.37% |
08.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'277 CHF | 73'092 CHF | 93.13% | 93.13% |
07.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'540 CHF | 71'513 CHF | 98.60% | 98.60% |