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 | 3.33% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 620'038 | 206'679 | 183'183 CHF | 63'128 CHF | 99.40% | 99.40% |
19.11.2024 | 3.19% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 607'385 | 202'462 | 187'253 CHF | 64'442 CHF | 98.98% | 98.98% |
18.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'611 CHF | 64'204 CHF | 99.18% | 99.18% |
15.11.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 723'141 | 241'047 | 204'625 CHF | 70'619 CHF | 99.39% | 99.39% |
14.11.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 621'847 | 207'282 | 184'185 CHF | 63'468 CHF | 97.96% | 97.96% |
13.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 623'130 | 207'710 | 179'800 CHF | 62'011 CHF | 99.34% | 99.34% |
12.11.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'419 CHF | 66'473 CHF | 96.14% | 96.14% |
11.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'763 CHF | 68'588 CHF | 98.27% | 98.27% |
08.11.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'078 CHF | 72'026 CHF | 93.13% | 93.13% |
07.11.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'675 CHF | 77'892 CHF | 98.61% | 98.61% |