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 | 2.36% | 0.38 CHF | 0.39 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 251'241 CHF | 64'310 CHF | 99.37% | 99.37% |
19.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'810 CHF | 87'270 CHF | 99.37% | 99.37% |
18.11.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'621 CHF | 81'540 CHF | 99.26% | 99.26% |
15.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'978 CHF | 74'993 CHF | 99.37% | 99.37% |
14.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'890 CHF | 77'630 CHF | 99.36% | 99.36% |
13.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'460 CHF | 75'820 CHF | 99.37% | 99.37% |
12.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'180 CHF | 90'727 CHF | 99.37% | 99.37% |
11.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'285 CHF | 106'095 CHF | 99.38% | 99.38% |
08.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'361 CHF | 107'787 CHF | 99.38% | 99.38% |
07.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'823 CHF | 113'274 CHF | 98.38% | 98.38% |