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 | 2.54% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 292'612 CHF | 100'037 CHF | 98.86% | 98.86% |
19.11.2024 | 2.94% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'808 CHF | 86'769 CHF | 88.35% | 88.35% |
18.11.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'026 CHF | 72'509 CHF | 97.18% | 97.18% |
15.11.2024 | 3.32% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 751'642 | 250'547 | 224'485 CHF | 77'334 CHF | 90.28% | 90.28% |
14.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'797 CHF | 107'599 CHF | 98.93% | 98.93% |
13.11.2024 | 2.40% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 719'172 | 239'724 | 295'808 CHF | 101'000 CHF | 99.03% | 99.03% |
12.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 738'011 | 246'004 | 317'513 CHF | 108'298 CHF | 99.33% | 99.33% |
11.11.2024 | 2.09% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 606'343 | 202'114 | 287'503 CHF | 97'856 CHF | 99.35% | 99.35% |
08.11.2024 | 1.99% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'893 CHF | 101'631 CHF | 98.16% | 98.16% |
07.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 652'927 | 217'642 | 262'193 CHF | 89'574 CHF | 97.35% | 97.35% |