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 | 2.56% | 0.42 CHF | 0.43 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 204'655 CHF | 209'955 CHF | 99.42% | 99.42% |
19.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 195'444 CHF | 200'744 CHF | 100.00% | 100.00% |
18.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 199'219 CHF | 204'419 CHF | 99.26% | 99.26% |
15.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 196'415 CHF | 201'615 CHF | 98.67% | 98.67% |
14.11.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 212'202 CHF | 217'502 CHF | 100.00% | 100.00% |
13.11.2024 | 2.99% | 0.37 CHF | 0.38 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 181'439 CHF | 186'939 CHF | 99.08% | 99.08% |
12.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 183'200 CHF | 188'800 CHF | 99.81% | 99.81% |
11.11.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 168'023 CHF | 173'823 CHF | 100.00% | 100.00% |
08.11.2024 | 4.83% | 0.23 CHF | 0.24 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 131'677 CHF | 138'177 CHF | 100.00% | 100.00% |
07.11.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 123'299 CHF | 129'399 CHF | 99.96% | 99.96% |