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 | 2.64% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 554'586 | 184'862 | 207'157 CHF | 70'901 CHF | 99.38% | 99.38% |
19.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 595'751 | 198'584 | 212'752 CHF | 72'903 CHF | 99.38% | 99.38% |
18.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 584'428 | 194'809 | 219'703 CHF | 75'183 CHF | 99.37% | 99.37% |
15.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'714 CHF | 64'405 CHF | 99.36% | 99.36% |
14.11.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 452'086 | 150'695 | 192'257 CHF | 65'593 CHF | 99.38% | 99.38% |
13.11.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 564'987 | 188'329 | 221'858 CHF | 75'836 CHF | 99.38% | 99.38% |
12.11.2024 | 2.32% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 467'854 | 155'951 | 198'655 CHF | 67'778 CHF | 99.15% | 99.15% |
11.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'470 CHF | 70'323 CHF | 99.38% | 99.38% |
08.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'637 CHF | 65'379 CHF | 99.37% | 99.37% |
07.11.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 467'401 | 155'800 | 200'251 CHF | 68'309 CHF | 98.59% | 98.59% |