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 | 3.41% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'118 CHF | 74'539 CHF | 99.39% | 99.39% |
19.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'884 CHF | 74'462 CHF | 96.59% | 96.59% |
18.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 740'561 | 246'854 | 232'664 CHF | 80'023 CHF | 97.53% | 97.53% |
15.11.2024 | 2.83% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 603'762 | 201'254 | 210'056 CHF | 72'031 CHF | 96.46% | 96.46% |
14.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'981 CHF | 71'994 CHF | 99.38% | 99.38% |
13.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'486 CHF | 73'162 CHF | 99.01% | 99.01% |
12.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'863 CHF | 77'621 CHF | 99.27% | 99.27% |
11.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'919 CHF | 74'640 CHF | 99.36% | 99.36% |
08.11.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'980 CHF | 69'327 CHF | 99.34% | 99.34% |
07.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 613'568 | 204'523 | 202'200 CHF | 69'445 CHF | 98.63% | 98.63% |