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 | 3.76% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 738'073 | 246'024 | 192'735 CHF | 66'705 CHF | 99.55% | 99.55% |
19.11.2024 | 3.47% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 640'143 | 213'381 | 181'066 CHF | 62'489 CHF | 99.06% | 99.06% |
18.11.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 189'866 CHF | 65'789 CHF | 99.22% | 99.22% |
15.11.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 743'498 | 247'833 | 195'251 CHF | 67'562 CHF | 99.41% | 99.41% |
14.11.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 623'134 | 207'711 | 203'691 CHF | 69'974 CHF | 97.11% | 97.11% |
13.11.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'252 CHF | 80'417 CHF | 99.37% | 99.37% |
12.11.2024 | 2.91% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'080 CHF | 70'027 CHF | 93.10% | 93.10% |
11.11.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 743'618 | 247'873 | 206'807 CHF | 71'415 CHF | 99.06% | 99.06% |
08.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 736'265 | 245'422 | 208'443 CHF | 71'935 CHF | 98.80% | 98.80% |
07.11.2024 | 3.98% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 801'431 | 267'144 | 197'785 CHF | 68'600 CHF | 98.60% | 98.60% |