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 | 3.48% | 0.28 CHF | 0.29 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 211'761 CHF | 21'926 CHF | 99.17% | 99.17% |
19.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 204'057 CHF | 21'156 CHF | 99.16% | 99.16% |
18.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 750'000 | 75'000 | 749'993 | 75'000 | 227'834 CHF | 23'534 CHF | 98.78% | 98.78% |
15.11.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 600'000 | 75'000 | 741'994 | 74'968 | 220'474 CHF | 23'052 CHF | 99.17% | 99.17% |
14.11.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750'000 | 75'000 | 609'169 | 75'000 | 202'062 CHF | 25'641 CHF | 99.16% | 99.16% |
13.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 600'000 | 75'000 | 635'743 | 74'968 | 205'829 CHF | 25'041 CHF | 98.93% | 98.93% |
12.11.2024 | 2.67% | 0.34 CHF | 0.35 CHF | 600'000 | 75'000 | 600'000 | 74'937 | 222'759 CHF | 28'571 CHF | 99.17% | 99.17% |
11.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 245'073 CHF | 31'384 CHF | 99.16% | 99.16% |
08.11.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 214'654 CHF | 27'582 CHF | 99.16% | 99.16% |
07.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600'000 | 75'000 | 599'838 | 75'000 | 213'898 CHF | 27'495 CHF | 98.26% | 98.26% |