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 | 1.99% | 0.51 CHF | 0.52 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 372'558 CHF | 76'012 CHF | 99.38% | 99.38% |
19.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 283'319 CHF | 58'164 CHF | 99.38% | 99.38% |
18.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 301'220 CHF | 61'744 CHF | 99.37% | 99.37% |
15.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 316'037 CHF | 64'707 CHF | 98.91% | 98.91% |
14.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 331'633 CHF | 67'827 CHF | 99.38% | 99.38% |
13.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 290'514 CHF | 59'603 CHF | 99.38% | 99.38% |
12.11.2024 | 2.35% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 316'205 CHF | 64'741 CHF | 99.16% | 99.16% |
11.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 340'467 CHF | 69'593 CHF | 99.38% | 99.38% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 345'062 CHF | 70'513 CHF | 99.37% | 99.37% |
07.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 356'491 CHF | 72'798 CHF | 98.58% | 98.58% |