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 | 1.49% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'890 CHF | 134'963 CHF | 99.38% | 99.38% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'623 CHF | 120'874 CHF | 99.37% | 99.37% |
18.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'963 CHF | 137'654 CHF | 99.25% | 99.25% |
15.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'256 CHF | 147'419 CHF | 99.38% | 99.38% |
14.11.2024 | 1.41% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'792 CHF | 142'931 CHF | 99.37% | 99.37% |
13.11.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'883 CHF | 123'961 CHF | 99.38% | 99.38% |
12.11.2024 | 1.27% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'122 CHF | 158'374 CHF | 99.37% | 99.37% |
11.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 491'827 CHF | 165'942 CHF | 99.37% | 99.37% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'802 CHF | 150'601 CHF | 99.37% | 99.37% |
07.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'078 CHF | 158'359 CHF | 98.38% | 98.38% |