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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'685 CHF | 94'228 CHF | 99.16% | 99.16% |
22.11.2024 | 3.05% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 243'044 CHF | 83'515 CHF | 97.90% | 97.90% |
20.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'820 CHF | 77'107 CHF | 98.73% | 98.73% |
19.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 239'718 CHF | 82'406 CHF | 99.44% | 99.44% |
18.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'834 CHF | 96'445 CHF | 98.30% | 98.30% |
15.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 296'754 CHF | 101'418 CHF | 99.39% | 99.39% |
14.11.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 724'957 | 241'652 | 303'000 CHF | 103'417 CHF | 97.98% | 97.98% |
13.11.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 292'806 CHF | 100'102 CHF | 99.38% | 99.38% |
12.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 289'397 CHF | 98'966 CHF | 93.14% | 93.14% |
11.11.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'991 CHF | 85'164 CHF | 98.68% | 98.68% |