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 | 3.47% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'789 CHF | 73'430 CHF | 99.36% | 99.36% |
19.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 803'504 | 267'835 | 220'929 CHF | 76'321 CHF | 96.69% | 96.69% |
18.11.2024 | 2.98% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 761'151 | 253'717 | 253'275 CHF | 86'962 CHF | 97.58% | 97.58% |
15.11.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 747'470 | 249'157 | 255'804 CHF | 87'760 CHF | 96.52% | 96.52% |
14.11.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'796 CHF | 84'432 CHF | 99.35% | 99.35% |
13.11.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'682 CHF | 84'394 CHF | 99.36% | 99.36% |
12.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 250'321 CHF | 85'941 CHF | 99.35% | 99.35% |
11.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'818 CHF | 90'773 CHF | 99.33% | 99.33% |
08.11.2024 | 2.64% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 674'258 | 224'753 | 252'032 CHF | 86'258 CHF | 99.32% | 99.32% |
07.11.2024 | 2.17% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'648 CHF | 93'549 CHF | 98.44% | 98.44% |