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 | 3.26% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'491 CHF | 77'997 CHF | 99.33% | 99.33% |
19.11.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'436 CHF | 75'312 CHF | 96.60% | 96.60% |
18.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'918 CHF | 77'139 CHF | 97.23% | 97.23% |
15.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'401 CHF | 79'967 CHF | 96.22% | 96.22% |
14.11.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'222 CHF | 78'741 CHF | 99.88% | 99.88% |
13.11.2024 | 2.61% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'864 CHF | 77'621 CHF | 99.05% | 99.05% |
12.11.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'297 CHF | 80'432 CHF | 99.37% | 99.37% |
11.11.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'973 CHF | 85'991 CHF | 96.29% | 96.29% |
08.11.2024 | 3.01% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 699'467 | 233'156 | 228'439 CHF | 78'478 CHF | 96.75% | 96.75% |
07.11.2024 | 2.78% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 632'848 | 210'949 | 224'392 CHF | 76'907 CHF | 98.61% | 98.61% |