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 | 2.29% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 389'029 CHF | 132'676 CHF | 99.10% | 99.10% |
19.11.2024 | 2.54% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 350'087 CHF | 119'696 CHF | 88.38% | 88.38% |
18.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 916'589 | 316'589 | 321'390 CHF | 114'080 CHF | 97.35% | 97.35% |
15.11.2024 | 2.77% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 916'482 | 316'482 | 326'147 CHF | 115'387 CHF | 91.65% | 91.65% |
14.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 836'904 | 278'968 | 446'029 CHF | 151'466 CHF | 99.02% | 99.02% |
13.11.2024 | 2.26% | 0.51 CHF | 0.52 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 395'707 CHF | 134'902 CHF | 98.98% | 98.98% |
12.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 406'887 CHF | 138'629 CHF | 99.29% | 99.29% |
11.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 436'241 CHF | 148'414 CHF | 99.33% | 99.33% |
08.11.2024 | 1.97% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 850'505 | 283'502 | 428'029 CHF | 145'511 CHF | 98.17% | 98.17% |
07.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 389'371 CHF | 132'790 CHF | 98.58% | 98.58% |