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 | 2.67% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 277'697 CHF | 57'039 CHF | 99.17% | 99.17% |
19.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 287'742 CHF | 59'048 CHF | 99.16% | 99.16% |
18.11.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 277'212 CHF | 56'942 CHF | 99.23% | 99.23% |
15.11.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 256'104 CHF | 52'721 CHF | 99.17% | 99.17% |
14.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 262'904 CHF | 54'081 CHF | 99.16% | 99.16% |
13.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 218'116 CHF | 45'123 CHF | 99.16% | 99.16% |
12.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 227'727 CHF | 47'046 CHF | 99.17% | 99.17% |
11.11.2024 | 2.45% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 678'928 | 150'000 | 273'499 CHF | 62'371 CHF | 99.17% | 99.17% |
08.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 273'092 CHF | 69'773 CHF | 99.17% | 99.17% |
07.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 277'187 CHF | 70'797 CHF | 98.27% | 98.27% |