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 | 2.90% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'307 CHF | 87'602 CHF | 99.35% | 99.35% |
19.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'463 CHF | 86'655 CHF | 96.74% | 96.74% |
18.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 749'532 | 249'844 | 274'164 CHF | 93'886 CHF | 97.66% | 97.66% |
15.11.2024 | 2.49% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 605'942 | 201'981 | 240'616 CHF | 82'225 CHF | 96.55% | 96.55% |
14.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'021 CHF | 82'007 CHF | 99.33% | 99.33% |
13.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'457 CHF | 82'152 CHF | 98.80% | 98.80% |
12.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'290 CHF | 87'430 CHF | 99.26% | 99.26% |
11.11.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'624 CHF | 84'208 CHF | 99.36% | 99.36% |
08.11.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'096 CHF | 78'365 CHF | 99.35% | 99.35% |
07.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 734'543 | 244'848 | 278'340 CHF | 95'229 CHF | 98.74% | 98.74% |