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 | 2.34% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'342 CHF | 86'447 CHF | 97.64% | 97.64% |
19.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'384 CHF | 91'795 CHF | 94.63% | 94.63% |
18.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'199 CHF | 98'733 CHF | 96.28% | 96.28% |
15.11.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'233 CHF | 97'744 CHF | 96.42% | 96.42% |
14.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'683 CHF | 96'228 CHF | 96.94% | 96.94% |
13.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'356 CHF | 99'119 CHF | 97.82% | 97.82% |
12.11.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'979 CHF | 106'660 CHF | 92.64% | 92.64% |
11.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'537 CHF | 110'512 CHF | 98.44% | 98.44% |
08.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'676 CHF | 118'892 CHF | 96.32% | 96.32% |
07.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'604 CHF | 123'868 CHF | 98.05% | 98.05% |