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 | 4.12% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'321 CHF | 61'940 CHF | 99.41% | 99.41% |
19.11.2024 | 3.88% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 634'413 | 211'471 | 160'179 CHF | 55'508 CHF | 99.52% | 99.52% |
18.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 705'207 | 235'069 | 181'819 CHF | 62'957 CHF | 99.09% | 99.09% |
15.11.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'478 CHF | 59'659 CHF | 99.38% | 99.38% |
14.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'581 CHF | 62'694 CHF | 98.33% | 98.33% |
13.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'996 CHF | 61'499 CHF | 99.35% | 99.35% |
12.11.2024 | 3.72% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 620'005 | 206'668 | 163'424 CHF | 56'542 CHF | 93.13% | 93.13% |
11.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'359 CHF | 56'786 CHF | 98.27% | 98.27% |
08.11.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'058 CHF | 60'019 CHF | 93.13% | 93.13% |
07.11.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'059 CHF | 66'020 CHF | 98.61% | 98.61% |