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 | 3.20% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'967 CHF | 63'656 CHF | 99.38% | 99.38% |
19.11.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 599'995 | 200'000 | 178'725 CHF | 61'575 CHF | 99.38% | 99.38% |
18.11.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'691 CHF | 59'564 CHF | 99.38% | 99.38% |
15.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'511 CHF | 54'171 CHF | 99.34% | 99.34% |
14.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'416 CHF | 56'805 CHF | 99.38% | 99.38% |
13.11.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'870 CHF | 56'957 CHF | 99.38% | 99.38% |
12.11.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'790 CHF | 67'930 CHF | 99.15% | 99.15% |
11.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'409 CHF | 71'803 CHF | 99.13% | 99.13% |
08.11.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'760 CHF | 63'253 CHF | 99.38% | 99.38% |
07.11.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'135 CHF | 62'045 CHF | 98.56% | 98.56% |