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 | 3.10% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 286'492 CHF | 98'497 CHF | 99.17% | 99.17% |
19.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 288'705 CHF | 99'235 CHF | 99.16% | 99.16% |
18.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 310'196 CHF | 106'399 CHF | 99.22% | 99.22% |
15.11.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 899'181 | 299'727 | 325'867 CHF | 111'620 CHF | 99.17% | 99.17% |
14.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 331'258 CHF | 113'420 CHF | 99.16% | 99.16% |
13.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 321'198 CHF | 110'066 CHF | 99.16% | 99.16% |
12.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 335'123 CHF | 114'708 CHF | 99.16% | 99.16% |
11.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 759'794 | 253'265 | 308'523 CHF | 105'374 CHF | 99.16% | 99.16% |
08.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 786'249 | 262'083 | 317'621 CHF | 108'495 CHF | 99.16% | 99.16% |
07.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 333'168 CHF | 113'556 CHF | 98.26% | 98.26% |