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 | 2.31% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'931 CHF | 87'644 CHF | 99.38% | 99.38% |
19.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'428 CHF | 91'809 CHF | 99.38% | 99.38% |
18.11.2024 | 2.32% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'741 CHF | 87'580 CHF | 99.38% | 99.38% |
15.11.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'481 CHF | 87'160 CHF | 99.34% | 99.34% |
14.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'934 CHF | 91'645 CHF | 99.38% | 99.38% |
13.11.2024 | 2.39% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'451 CHF | 85'150 CHF | 99.38% | 99.38% |
12.11.2024 | 1.60% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'259 CHF | 126'086 CHF | 99.16% | 99.16% |
11.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'204 CHF | 137'735 CHF | 99.13% | 99.13% |
08.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 379'349 CHF | 128'450 CHF | 99.37% | 99.37% |
07.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'999 CHF | 131'333 CHF | 98.56% | 98.56% |