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 | 3.01% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'374 CHF | 84'625 CHF | 98.72% | 98.72% |
19.11.2024 | 2.65% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 280'267 CHF | 95'922 CHF | 88.36% | 88.36% |
18.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 339'113 CHF | 115'538 CHF | 97.36% | 97.36% |
15.11.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 747'853 | 249'284 | 324'196 CHF | 110'558 CHF | 91.47% | 91.47% |
14.11.2024 | 4.18% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 915'322 | 315'322 | 214'917 CHF | 76'925 CHF | 99.00% | 99.00% |
13.11.2024 | 3.17% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 778'518 | 259'506 | 241'980 CHF | 83'255 CHF | 99.05% | 99.05% |
12.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 755'816 | 251'939 | 227'137 CHF | 78'232 CHF | 99.31% | 99.31% |
11.11.2024 | 3.79% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 898'452 | 299'484 | 233'043 CHF | 80'676 CHF | 99.34% | 99.34% |
08.11.2024 | 4.18% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 905'872 | 305'872 | 213'200 CHF | 74'896 CHF | 98.17% | 98.17% |
07.11.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 751'843 | 250'614 | 234'091 CHF | 80'536 CHF | 98.64% | 98.64% |