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 | 2.64% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 280'162 CHF | 95'887 CHF | 97.61% | 97.61% |
19.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 741'906 | 247'302 | 292'167 CHF | 99'862 CHF | 95.60% | 95.60% |
18.11.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 648'161 | 216'054 | 272'458 CHF | 92'980 CHF | 96.26% | 96.26% |
15.11.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 685'097 | 228'366 | 283'883 CHF | 96'911 CHF | 96.41% | 96.41% |
14.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 688'621 | 229'540 | 283'124 CHF | 96'670 CHF | 97.10% | 97.10% |
13.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 674'872 | 224'957 | 285'460 CHF | 97'403 CHF | 97.79% | 97.79% |
12.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'426 CHF | 92'809 CHF | 97.53% | 97.53% |
11.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'100 CHF | 96'700 CHF | 98.11% | 98.11% |
08.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'452 CHF | 103'817 CHF | 96.33% | 96.33% |
07.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'164 CHF | 106'388 CHF | 98.03% | 98.03% |