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 | 3.67% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 240'980 CHF | 83'327 CHF | 99.41% | 99.41% |
19.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 234'225 CHF | 81'075 CHF | 96.66% | 96.66% |
18.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'765 CHF | 74'755 CHF | 97.64% | 97.64% |
15.11.2024 | 3.11% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'793 CHF | 81'764 CHF | 96.48% | 96.48% |
14.11.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'338 CHF | 81'613 CHF | 99.35% | 99.35% |
13.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'556 CHF | 82'019 CHF | 98.78% | 98.78% |
12.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'855 CHF | 87'118 CHF | 99.25% | 99.25% |
11.11.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 243'784 CHF | 83'761 CHF | 99.36% | 99.36% |
08.11.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'073 CHF | 76'858 CHF | 99.35% | 99.35% |
07.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'875 CHF | 77'125 CHF | 98.66% | 98.66% |