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 | 4.42% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 199'127 CHF | 69'376 CHF | 99.41% | 99.41% |
19.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 196'658 CHF | 68'553 CHF | 96.65% | 96.65% |
18.11.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 891'842 | 297'281 | 214'518 CHF | 74'479 CHF | 97.66% | 97.66% |
15.11.2024 | 3.67% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 754'026 | 251'342 | 201'987 CHF | 69'843 CHF | 96.57% | 96.57% |
14.11.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'141 CHF | 70'214 CHF | 99.35% | 99.35% |
13.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'623 CHF | 70'041 CHF | 98.82% | 98.82% |
12.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'365 CHF | 74'955 CHF | 99.25% | 99.25% |
11.11.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'706 CHF | 72'069 CHF | 99.37% | 99.37% |
08.11.2024 | 3.84% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'119 CHF | 66'540 CHF | 99.35% | 99.35% |
07.11.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 758'322 | 252'774 | 192'744 CHF | 66'776 CHF | 98.68% | 98.68% |