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 | 3.32% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'137 CHF | 76'546 CHF | 99.37% | 99.37% |
19.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'546 CHF | 79'682 CHF | 96.70% | 96.70% |
18.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'716 CHF | 88'406 CHF | 97.50% | 97.50% |
15.11.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'833 CHF | 86'778 CHF | 95.84% | 95.84% |
14.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'252 CHF | 81'251 CHF | 99.31% | 99.31% |
13.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'586 CHF | 80'029 CHF | 98.76% | 98.76% |
12.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 244'461 CHF | 83'987 CHF | 99.34% | 99.34% |
11.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 260'645 CHF | 89'382 CHF | 99.38% | 99.38% |
08.11.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 235'337 CHF | 80'946 CHF | 98.25% | 98.25% |
07.11.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'492 CHF | 87'664 CHF | 98.70% | 98.70% |