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 | 2.92% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'548 CHF | 69'516 CHF | 98.87% | 98.87% |
19.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'080 CHF | 76'027 CHF | 99.04% | 99.04% |
18.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'810 CHF | 90'937 CHF | 98.48% | 98.48% |
15.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'010 CHF | 96'337 CHF | 99.38% | 99.38% |
14.11.2024 | 1.94% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 540'450 | 180'150 | 274'934 CHF | 93'446 CHF | 98.34% | 98.34% |
13.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 588'307 | 196'102 | 278'034 CHF | 94'639 CHF | 99.35% | 99.35% |
12.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 599'082 | 199'694 | 277'977 CHF | 94'656 CHF | 99.17% | 99.17% |
11.11.2024 | 2.51% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'269 CHF | 80'756 CHF | 98.68% | 98.68% |
08.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 207'997 CHF | 71'332 CHF | 94.48% | 94.48% |
07.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'073 CHF | 74'691 CHF | 97.79% | 97.79% |