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 | 2.52% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 294'301 CHF | 100'600 CHF | 99.38% | 99.38% |
19.11.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'205 CHF | 74'568 CHF | 99.38% | 99.38% |
18.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'088 CHF | 80'196 CHF | 99.38% | 99.38% |
15.11.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'056 CHF | 84'519 CHF | 98.92% | 98.92% |
14.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 260'420 CHF | 89'307 CHF | 99.38% | 99.38% |
13.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'713 CHF | 77'071 CHF | 99.38% | 99.38% |
12.11.2024 | 2.99% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'385 CHF | 84'962 CHF | 99.16% | 99.16% |
11.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'243 CHF | 91'914 CHF | 99.38% | 99.38% |
08.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 272'847 CHF | 93'449 CHF | 99.37% | 99.37% |
07.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'261 CHF | 96'587 CHF | 98.59% | 98.59% |