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 | 4.30% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'890 CHF | 59'464 CHF | 99.39% | 99.39% |
19.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'940 CHF | 59'480 CHF | 96.67% | 96.67% |
18.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 601'600 | 200'533 | 153'164 CHF | 53'060 CHF | 97.54% | 97.54% |
15.11.2024 | 3.41% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'270 CHF | 59'757 CHF | 96.51% | 96.51% |
14.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'595 CHF | 60'198 CHF | 99.33% | 99.33% |
13.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'667 CHF | 61'222 CHF | 98.89% | 98.89% |
12.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'087 CHF | 65'696 CHF | 99.26% | 99.26% |
11.11.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'744 CHF | 63'248 CHF | 99.36% | 99.36% |
08.11.2024 | 3.55% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'291 CHF | 57'430 CHF | 99.35% | 99.35% |
07.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'257 CHF | 56'419 CHF | 98.76% | 98.76% |