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 | 3.27% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 744'388 | 248'129 | 224'354 CHF | 77'266 CHF | 98.94% | 98.94% |
19.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 729'472 | 243'157 | 217'985 CHF | 75'093 CHF | 95.78% | 95.78% |
18.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'696 CHF | 81'566 CHF | 97.02% | 97.02% |
15.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'785 CHF | 88'928 CHF | 94.41% | 94.41% |
14.11.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'435 CHF | 101'145 CHF | 98.38% | 98.38% |
13.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 689'441 | 229'814 | 218'279 CHF | 75'058 CHF | 98.34% | 98.34% |
12.11.2024 | 2.73% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 603'381 | 201'127 | 218'629 CHF | 74'888 CHF | 98.33% | 98.33% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'870 CHF | 87'290 CHF | 98.72% | 98.72% |
08.11.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'798 CHF | 82'600 CHF | 97.69% | 97.69% |
07.11.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'978 CHF | 87'993 CHF | 98.15% | 98.15% |