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 | 2.88% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'308 CHF | 70'436 CHF | 99.45% | 99.45% |
19.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'253 CHF | 74'751 CHF | 96.60% | 96.60% |
18.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'587 CHF | 74'196 CHF | 97.56% | 97.56% |
15.11.2024 | 3.32% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 721'416 | 240'472 | 214'141 CHF | 73'785 CHF | 96.45% | 96.45% |
14.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'514 CHF | 55'338 CHF | 99.35% | 99.35% |
13.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'865 CHF | 63'455 CHF | 98.78% | 98.78% |
12.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'161 CHF | 63'554 CHF | 99.38% | 99.38% |
11.11.2024 | 4.75% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 154'384 CHF | 53'961 CHF | 99.38% | 99.38% |
08.11.2024 | 5.37% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 136'007 CHF | 47'836 CHF | 99.34% | 99.34% |
07.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'822 CHF | 47'774 CHF | 98.66% | 98.66% |