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 | 1.68% | 0.61 CHF | 0.62 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 354'946 CHF | 90'237 CHF | 99.38% | 99.38% |
19.11.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 252'827 CHF | 64'707 CHF | 99.38% | 99.38% |
18.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 273'601 CHF | 69'900 CHF | 99.38% | 99.38% |
15.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 290'178 CHF | 74'045 CHF | 98.91% | 98.91% |
14.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 308'506 CHF | 78'627 CHF | 99.38% | 99.38% |
13.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 260'715 CHF | 66'679 CHF | 99.38% | 99.38% |
12.11.2024 | 2.05% | 0.43 CHF | 0.44 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 290'270 CHF | 74'067 CHF | 99.16% | 99.16% |
11.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 315'843 CHF | 80'461 CHF | 99.38% | 99.38% |
08.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 321'928 CHF | 81'982 CHF | 99.38% | 99.38% |
07.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 326'043 CHF | 83'011 CHF | 98.58% | 98.58% |