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 | 2.97% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 248'813 CHF | 85'438 CHF | 99.36% | 99.36% |
19.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'939 CHF | 88'146 CHF | 96.70% | 96.70% |
18.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 284'539 CHF | 97'346 CHF | 97.56% | 97.56% |
15.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 277'801 CHF | 95'100 CHF | 95.84% | 95.84% |
14.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'009 CHF | 89'836 CHF | 99.27% | 99.27% |
13.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'422 CHF | 88'307 CHF | 98.92% | 98.92% |
12.11.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'779 CHF | 92'093 CHF | 99.32% | 99.32% |
11.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 284'919 CHF | 97'473 CHF | 99.36% | 99.36% |
08.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 259'700 CHF | 89'067 CHF | 98.25% | 98.25% |
07.11.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 279'818 CHF | 95'773 CHF | 98.73% | 98.73% |