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 | 2.77% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'252 CHF | 73'417 CHF | 98.93% | 98.93% |
19.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 597'788 | 199'263 | 211'257 CHF | 72'412 CHF | 95.77% | 95.77% |
18.11.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'005 CHF | 73'502 CHF | 97.02% | 97.02% |
15.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'867 CHF | 80'789 CHF | 94.69% | 94.69% |
14.11.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'550 CHF | 91'350 CHF | 98.45% | 98.45% |
13.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'590 CHF | 77'863 CHF | 98.31% | 98.31% |
12.11.2024 | 2.27% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 473'003 | 157'668 | 205'421 CHF | 70'050 CHF | 98.36% | 98.36% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'622 CHF | 79'041 CHF | 98.74% | 98.74% |
08.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'215 CHF | 74'238 CHF | 97.69% | 97.69% |
07.11.2024 | 1.92% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 465'917 | 155'306 | 240'401 CHF | 81'687 CHF | 98.13% | 98.13% |