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 | 2.19% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 339'266 CHF | 115'589 CHF | 98.93% | 98.93% |
19.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 353'206 CHF | 120'235 CHF | 98.26% | 98.26% |
18.11.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 298'700 CHF | 102'067 CHF | 98.92% | 98.92% |
15.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'449 CHF | 96'650 CHF | 98.34% | 98.34% |
14.11.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 288'516 CHF | 98'672 CHF | 97.75% | 97.75% |
13.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 310'372 CHF | 105'957 CHF | 98.89% | 98.89% |
12.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 794'378 | 264'793 | 266'168 CHF | 91'371 CHF | 97.60% | 97.60% |
11.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 758'930 | 252'977 | 313'818 CHF | 107'136 CHF | 98.64% | 98.64% |
08.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 366'657 CHF | 124'719 CHF | 97.38% | 97.38% |
07.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 352'320 CHF | 119'940 CHF | 98.11% | 98.11% |