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 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'587 CHF | 100'529 CHF | 89.43% | 89.43% |
19.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'425 CHF | 105'475 CHF | 90.48% | 90.48% |
18.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'778 CHF | 103'259 CHF | 88.91% | 88.91% |
15.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'554 CHF | 96'518 CHF | 86.19% | 86.19% |
14.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'911 CHF | 95'637 CHF | 89.16% | 89.16% |
13.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'222 CHF | 96'407 CHF | 83.41% | 83.41% |
12.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'456 CHF | 93'152 CHF | 91.61% | 91.61% |
11.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'188 CHF | 83'729 CHF | 92.96% | 92.96% |
08.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'611 CHF | 92'537 CHF | 88.05% | 88.05% |
07.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'533 CHF | 90'178 CHF | 95.27% | 95.27% |