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 | 2.85% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'119 CHF | 71'373 CHF | 99.37% | 99.37% |
19.11.2024 | 4.77% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 717'271 | 200'000 | 146'781 CHF | 43'136 CHF | 99.38% | 99.38% |
18.11.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 614'422 | 200'000 | 142'561 CHF | 48'463 CHF | 99.37% | 99.37% |
15.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'215 CHF | 53'738 CHF | 98.91% | 98.91% |
14.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'740 CHF | 58'914 CHF | 99.38% | 99.38% |
13.11.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 166'348 CHF | 46'359 CHF | 99.38% | 99.38% |
12.11.2024 | 3.75% | 0.22 CHF | 0.23 CHF | 750'000 | 200'000 | 621'979 | 200'000 | 162'503 CHF | 54'458 CHF | 99.16% | 99.16% |
11.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'868 CHF | 61'623 CHF | 99.38% | 99.38% |
08.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'452 CHF | 63'484 CHF | 99.38% | 99.38% |
07.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'662 CHF | 67'221 CHF | 98.58% | 98.58% |