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 | 3.03% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 706'560 | 235'520 | 229'442 CHF | 78'836 CHF | 96.39% | 96.39% |
19.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'064 CHF | 71'688 CHF | 94.65% | 94.65% |
18.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'398 CHF | 77'133 CHF | 96.41% | 96.41% |
15.11.2024 | 2.67% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'349 | 200'116 | 222'483 CHF | 76'162 CHF | 96.45% | 96.45% |
14.11.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'872 CHF | 74'957 CHF | 96.61% | 96.61% |
13.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'052 CHF | 77'684 CHF | 97.84% | 97.84% |
12.11.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'173 CHF | 84'058 CHF | 98.85% | 98.85% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'279 CHF | 87'427 CHF | 98.64% | 98.64% |
08.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 278'695 CHF | 94'898 CHF | 98.33% | 98.33% |
07.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'999 CHF | 98'333 CHF | 98.21% | 98.21% |