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 | 3.48% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 725'983 | 241'994 | 204'563 CHF | 70'608 CHF | 99.38% | 99.38% |
19.11.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 731'285 | 243'762 | 195'499 CHF | 67'604 CHF | 96.68% | 96.68% |
18.11.2024 | 2.91% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 626'928 | 208'976 | 214'012 CHF | 73'427 CHF | 97.55% | 97.55% |
15.11.2024 | 2.80% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'125 CHF | 72'708 CHF | 96.54% | 96.54% |
14.11.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'622 CHF | 69'541 CHF | 99.33% | 99.33% |
13.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'347 CHF | 69'449 CHF | 99.39% | 99.39% |
12.11.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'620 CHF | 70'873 CHF | 99.35% | 99.35% |
11.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'778 CHF | 75'593 CHF | 99.32% | 99.32% |
08.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'775 CHF | 81'258 CHF | 99.32% | 99.32% |
07.11.2024 | 1.99% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 478'159 | 159'386 | 237'197 CHF | 80'660 CHF | 98.45% | 98.45% |