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 | 1.47% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'006 CHF | 137'002 CHF | 99.37% | 99.37% |
19.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'223 CHF | 132'741 CHF | 99.07% | 99.07% |
18.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 395'967 CHF | 133'989 CHF | 97.58% | 97.58% |
15.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'348 CHF | 131'116 CHF | 99.38% | 99.38% |
14.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'417 CHF | 127'806 CHF | 99.37% | 99.37% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 399'283 CHF | 135'094 CHF | 96.89% | 96.89% |
12.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 397'921 CHF | 134'640 CHF | 96.85% | 96.85% |
11.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'373 CHF | 131'124 CHF | 98.74% | 98.74% |
08.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'253 CHF | 130'751 CHF | 93.14% | 93.14% |
07.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 383'605 CHF | 129'868 CHF | 98.70% | 98.70% |