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 | 2.67% | 0.38 CHF | 0.39 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 277'147 CHF | 37'953 CHF | 96.53% | 96.53% |
19.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 266'465 CHF | 36'529 CHF | 97.38% | 97.38% |
18.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 254'946 CHF | 34'993 CHF | 92.42% | 92.42% |
15.11.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 243'214 CHF | 33'429 CHF | 97.17% | 97.17% |
14.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 250'830 CHF | 34'444 CHF | 98.29% | 98.29% |
13.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 280'552 CHF | 38'407 CHF | 92.84% | 92.84% |
12.11.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 261'381 CHF | 35'851 CHF | 96.51% | 96.51% |
11.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 243'376 CHF | 33'450 CHF | 90.94% | 90.94% |
08.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 249'946 CHF | 34'326 CHF | 92.03% | 92.03% |
07.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 247'395 CHF | 33'986 CHF | 98.68% | 98.68% |