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 | 3.89% | 0.28 CHF | 0.28 CHF | 860'000 | 860'000 | 860'000 | 860'000 | 216'826 CHF | 225'426 CHF | 99.42% | 99.42% |
19.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 860'000 | 860'000 | 860'000 | 860'000 | 208'071 CHF | 216'671 CHF | 100.00% | 100.00% |
18.11.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 197'703 CHF | 205'503 CHF | 99.26% | 99.26% |
15.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 770'000 | 770'000 | 770'000 | 770'000 | 192'846 CHF | 200'546 CHF | 98.67% | 98.67% |
14.11.2024 | 3.63% | 0.25 CHF | 0.26 CHF | 810'000 | 810'000 | 810'000 | 810'000 | 219'720 CHF | 227'820 CHF | 100.00% | 100.00% |
13.11.2024 | 4.48% | 0.24 CHF | 0.25 CHF | 910'000 | 910'000 | 910'000 | 910'000 | 198'758 CHF | 207'858 CHF | 99.08% | 99.08% |
12.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 960'000 | 960'000 | 960'000 | 960'000 | 211'930 CHF | 221'530 CHF | 99.79% | 99.79% |
11.11.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 192'017 CHF | 202'017 CHF | 100.00% | 100.00% |
08.11.2024 | 7.01% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 137'840 CHF | 147'840 CHF | 100.00% | 100.00% |
07.11.2024 | 6.83% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 141'866 CHF | 151'866 CHF | 100.00% | 100.00% |