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 | 1.79% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 331'437 CHF | 112'479 CHF | 99.37% | 99.37% |
19.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'137 CHF | 116'712 CHF | 99.07% | 99.07% |
18.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'082 CHF | 116'027 CHF | 97.52% | 97.52% |
15.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'427 CHF | 119'809 CHF | 99.37% | 99.37% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 363'392 CHF | 123'131 CHF | 99.37% | 99.37% |
13.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'213 CHF | 115'738 CHF | 96.93% | 96.93% |
12.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'994 CHF | 116'331 CHF | 96.93% | 96.93% |
11.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 351'331 CHF | 119'110 CHF | 98.73% | 98.73% |
08.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 347'176 CHF | 117'725 CHF | 93.15% | 93.15% |
07.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'781 CHF | 119'594 CHF | 98.70% | 98.70% |