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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 914'369 | 314'369 | 245'402 CHF | 87'394 CHF | 99.10% | 99.10% |
20.11.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 244'278 CHF | 84'426 CHF | 98.94% | 98.94% |
19.11.2024 | 3.80% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 949'385 | 349'385 | 245'405 CHF | 93'536 CHF | 98.73% | 98.73% |
18.11.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 251'994 CHF | 86'998 CHF | 99.38% | 99.38% |
15.11.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 904'649 | 304'649 | 251'614 CHF | 87'694 CHF | 99.51% | 99.51% |
14.11.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 985'643 | 385'643 | 234'196 CHF | 95'282 CHF | 97.80% | 97.80% |
13.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 198'903 CHF | 83'561 CHF | 99.34% | 99.34% |
12.11.2024 | 4.32% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 227'049 CHF | 94'820 CHF | 93.10% | 93.10% |
11.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 239'697 CHF | 82'899 CHF | 99.06% | 99.06% |
08.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 902'243 | 302'243 | 241'012 CHF | 83'734 CHF | 98.10% | 98.10% |