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 | 3.80% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'340 CHF | 53'780 CHF | 93.23% | 93.23% |
19.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 154'047 CHF | 53'349 CHF | 96.98% | 96.98% |
18.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'811 CHF | 59'604 CHF | 97.75% | 97.75% |
15.11.2024 | 3.52% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'779 CHF | 57'927 CHF | 94.07% | 94.07% |
14.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'273 CHF | 55'091 CHF | 95.95% | 95.95% |
13.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 625'324 | 208'441 | 151'812 CHF | 52'689 CHF | 97.70% | 97.70% |
12.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 680'549 | 226'850 | 160'583 CHF | 55'796 CHF | 95.42% | 95.42% |
11.11.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'695 CHF | 55'565 CHF | 93.61% | 93.61% |
08.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 692'453 | 230'818 | 167'736 CHF | 58'220 CHF | 95.70% | 95.70% |
07.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 610'147 | 203'382 | 152'029 CHF | 52'710 CHF | 96.19% | 96.19% |