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 | 2.66% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'065 CHF | 76'355 CHF | 98.08% | 98.08% |
19.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'650 CHF | 73'884 CHF | 97.64% | 97.64% |
18.11.2024 | 2.89% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'549 CHF | 70'516 CHF | 98.93% | 98.93% |
15.11.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'379 CHF | 70'793 CHF | 97.66% | 97.66% |
14.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'494 CHF | 81'831 CHF | 96.47% | 96.47% |
13.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 262'900 CHF | 89'633 CHF | 97.45% | 97.45% |
12.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'589 CHF | 99'196 CHF | 97.81% | 97.81% |
11.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'283 CHF | 103'761 CHF | 98.08% | 98.08% |
08.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'039 CHF | 110'680 CHF | 98.01% | 98.01% |
07.11.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'204 CHF | 101'401 CHF | 97.14% | 97.14% |