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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 418'337 CHF | 141'446 CHF | 93.73% | 93.73% |
20.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 400'798 CHF | 135'600 CHF | 89.43% | 89.43% |
19.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'793 CHF | 140'264 CHF | 90.49% | 90.49% |
18.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'512 CHF | 138'504 CHF | 88.89% | 88.89% |
15.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'714 CHF | 131'905 CHF | 86.18% | 86.18% |
14.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'796 CHF | 130'932 CHF | 89.16% | 89.16% |
13.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'153 CHF | 131'718 CHF | 83.40% | 83.40% |
12.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'366 CHF | 128'122 CHF | 91.58% | 91.58% |
11.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'453 CHF | 118'818 CHF | 92.98% | 92.98% |
08.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'479 CHF | 127'826 CHF | 88.02% | 88.02% |