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 | 2.55% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 290'282 CHF | 99'261 CHF | 99.34% | 99.34% |
19.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 284'010 CHF | 97'170 CHF | 96.61% | 96.61% |
18.11.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 307'056 CHF | 104'852 CHF | 97.68% | 97.68% |
15.11.2024 | 2.22% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 612'959 | 204'320 | 272'703 CHF | 92'944 CHF | 96.50% | 96.50% |
14.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'418 CHF | 90'806 CHF | 99.32% | 99.32% |
13.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'732 CHF | 91'244 CHF | 98.81% | 98.81% |
12.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 281'074 CHF | 95'692 CHF | 99.26% | 99.26% |
11.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'385 CHF | 92'795 CHF | 99.37% | 99.37% |
08.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 716'464 | 238'821 | 304'419 CHF | 103'861 CHF | 99.35% | 99.35% |
07.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 749'242 | 249'747 | 314'369 CHF | 107'287 CHF | 98.77% | 98.77% |