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 | 4.32% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 735'175 | 245'058 | 166'683 CHF | 58'012 CHF | 98.95% | 98.95% |
19.11.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 729'243 | 243'081 | 163'936 CHF | 57'076 CHF | 95.77% | 95.77% |
18.11.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'101 CHF | 67'034 CHF | 96.95% | 96.95% |
15.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'030 CHF | 75'010 CHF | 94.40% | 94.40% |
14.11.2024 | 2.31% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 558'065 | 186'022 | 237'841 CHF | 81'141 CHF | 98.43% | 98.43% |
13.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 684'922 | 228'307 | 169'273 CHF | 58'707 CHF | 98.29% | 98.29% |
12.11.2024 | 3.37% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 603'084 | 201'028 | 176'137 CHF | 60'723 CHF | 98.36% | 98.36% |
11.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'714 CHF | 73'571 CHF | 98.73% | 98.73% |
08.11.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'217 CHF | 68'406 CHF | 97.69% | 97.69% |
07.11.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'428 CHF | 73'809 CHF | 98.16% | 98.16% |