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 | 4.61% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 921'554 | 321'554 | 195'551 CHF | 71'278 CHF | 97.04% | 97.04% |
19.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 198'085 CHF | 69'028 CHF | 96.18% | 96.18% |
18.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 206'621 CHF | 71'874 CHF | 92.67% | 92.67% |
15.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 215'709 CHF | 74'903 CHF | 93.19% | 93.19% |
14.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 208'745 CHF | 72'582 CHF | 98.80% | 98.80% |
13.11.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 901'172 | 301'172 | 188'250 CHF | 65'918 CHF | 94.95% | 94.95% |
12.11.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'609 CHF | 70'536 CHF | 98.91% | 98.91% |
11.11.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 219'873 CHF | 76'291 CHF | 92.92% | 92.92% |
08.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 218'487 CHF | 75'829 CHF | 97.07% | 97.07% |
07.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 225'645 CHF | 78'215 CHF | 98.64% | 98.64% |