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 | 3.09% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'130 CHF | 65'710 CHF | 99.37% | 99.37% |
19.11.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'078 CHF | 61'359 CHF | 99.07% | 99.07% |
18.11.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'522 CHF | 62'841 CHF | 97.25% | 97.25% |
15.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'346 CHF | 59'782 CHF | 99.38% | 99.38% |
14.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'642 CHF | 56'547 CHF | 99.37% | 99.37% |
13.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'349 CHF | 64'116 CHF | 96.89% | 96.89% |
12.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'795 CHF | 63'598 CHF | 96.85% | 96.85% |
11.11.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'243 CHF | 60'414 CHF | 98.72% | 98.72% |
08.11.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'745 CHF | 60'582 CHF | 93.14% | 93.14% |
07.11.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'934 CHF | 59'645 CHF | 98.69% | 98.69% |