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 | 3.88% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 189'782 CHF | 65'761 CHF | 98.10% | 98.10% |
19.11.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'695 CHF | 62'065 CHF | 98.50% | 98.50% |
18.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'211 CHF | 70'904 CHF | 98.77% | 98.77% |
15.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 207'419 CHF | 71'640 CHF | 98.51% | 98.51% |
14.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'815 CHF | 63'105 CHF | 97.46% | 97.46% |
13.11.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 189'597 CHF | 65'699 CHF | 98.90% | 98.90% |
12.11.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'793 CHF | 71'431 CHF | 98.59% | 98.59% |
11.11.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'026 CHF | 73'675 CHF | 98.83% | 98.83% |
08.11.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 652'747 | 217'582 | 208'378 CHF | 71'635 CHF | 98.51% | 98.51% |
07.11.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'811 CHF | 84'270 CHF | 98.09% | 98.09% |