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 | 1.62% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'646 CHF | 124'882 CHF | 98.84% | 98.84% |
19.11.2024 | 1.79% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'351 CHF | 112'784 CHF | 99.20% | 99.20% |
18.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 599'991 | 200'000 | 362'676 CHF | 122'894 CHF | 98.95% | 98.95% |
15.11.2024 | 2.71% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'490 CHF | 93'997 CHF | 97.46% | 97.46% |
14.11.2024 | 2.03% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 744'602 | 248'201 | 363'854 CHF | 123'767 CHF | 96.91% | 96.91% |
13.11.2024 | 1.82% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 633'045 | 211'015 | 343'766 CHF | 116'699 CHF | 98.38% | 98.38% |
12.11.2024 | 1.55% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 606'000 | 202'000 | 391'118 CHF | 132'393 CHF | 89.71% | 89.71% |
11.11.2024 | 1.64% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 606'013 | 202'008 | 367'054 CHF | 124'374 CHF | 94.23% | 94.23% |
08.11.2024 | 3.32% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 790'951 | 263'650 | 236'931 CHF | 81'614 CHF | 92.47% | 92.47% |
07.11.2024 | 4.14% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 992'625 | 392'625 | 235'659 CHF | 96'924 CHF | 98.28% | 98.28% |