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% | 0.45 CHF | 0.46 CHF | 600'000 | 100'000 | 654'644 | 100'000 | 282'253 CHF | 44'239 CHF | 99.38% | 99.38% |
19.11.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 231'789 CHF | 31'905 CHF | 99.38% | 99.38% |
18.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 249'631 CHF | 34'284 CHF | 99.37% | 99.37% |
15.11.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 266'697 CHF | 36'560 CHF | 98.91% | 98.91% |
14.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 283'116 CHF | 38'749 CHF | 99.38% | 99.38% |
13.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 241'011 CHF | 33'135 CHF | 99.38% | 99.38% |
12.11.2024 | 2.78% | 0.32 CHF | 0.33 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 266'504 CHF | 36'534 CHF | 99.16% | 99.16% |
11.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 291'262 CHF | 39'835 CHF | 99.38% | 99.38% |
08.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 297'782 CHF | 40'704 CHF | 99.38% | 99.38% |
07.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 307'373 CHF | 41'983 CHF | 98.58% | 98.58% |