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 | 2.45% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'592 CHF | 82'531 CHF | 99.37% | 99.37% |
19.11.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'282 CHF | 78'427 CHF | 99.07% | 99.07% |
18.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'356 CHF | 79'785 CHF | 97.56% | 97.56% |
15.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'629 CHF | 76'543 CHF | 99.38% | 99.38% |
14.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'984 CHF | 73'328 CHF | 99.37% | 99.37% |
13.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'462 CHF | 80'821 CHF | 97.02% | 97.02% |
12.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'116 CHF | 80'039 CHF | 96.85% | 96.85% |
11.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'457 CHF | 76'819 CHF | 98.72% | 98.72% |
08.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'699 CHF | 76'900 CHF | 93.14% | 93.14% |
07.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'731 CHF | 75'910 CHF | 98.69% | 98.69% |