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 | 3.80% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 232'521 CHF | 80'507 CHF | 97.02% | 97.02% |
19.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 240'232 CHF | 83'077 CHF | 96.18% | 96.18% |
18.11.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 250'134 CHF | 86'378 CHF | 92.36% | 92.36% |
15.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 259'829 CHF | 89'610 CHF | 93.19% | 93.19% |
14.11.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 252'407 CHF | 87'136 CHF | 98.76% | 98.76% |
13.11.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 230'435 CHF | 79'812 CHF | 94.95% | 94.95% |
12.11.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 246'427 CHF | 85'142 CHF | 98.91% | 98.91% |
11.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 263'678 CHF | 90'893 CHF | 92.93% | 92.93% |
08.11.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 261'711 CHF | 90'237 CHF | 97.08% | 97.08% |
07.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 268'283 CHF | 92'428 CHF | 98.70% | 98.70% |