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 | 3.67% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 200'499 CHF | 69'333 CHF | 99.40% | 99.40% |
19.11.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'211 CHF | 70'570 CHF | 99.43% | 99.43% |
18.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 200'176 CHF | 69'225 CHF | 99.55% | 99.55% |
15.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'280 CHF | 70'593 CHF | 99.41% | 99.41% |
14.11.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 629'756 | 209'919 | 211'327 CHF | 72'541 CHF | 97.55% | 97.55% |
13.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 623'124 | 207'708 | 213'899 CHF | 73'377 CHF | 99.38% | 99.38% |
12.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'341 CHF | 75'447 CHF | 96.17% | 96.17% |
11.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'326 CHF | 80'775 CHF | 99.37% | 99.37% |
08.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'214 CHF | 81'405 CHF | 99.22% | 99.22% |
07.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'631 CHF | 79'877 CHF | 98.60% | 98.60% |