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 | 3.09% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'631 CHF | 65'877 CHF | 99.38% | 99.38% |
19.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'920 CHF | 60'307 CHF | 99.31% | 99.31% |
18.11.2024 | 4.36% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'930 CHF | 46'977 CHF | 99.36% | 99.36% |
15.11.2024 | 4.56% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'685 CHF | 44'895 CHF | 99.33% | 99.33% |
14.11.2024 | 5.22% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 718'251 | 239'417 | 134'109 CHF | 47'097 CHF | 98.59% | 98.59% |
13.11.2024 | 3.91% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'899 CHF | 52'300 CHF | 99.34% | 99.34% |
12.11.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'732 CHF | 52'578 CHF | 99.33% | 99.33% |
11.11.2024 | 2.66% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'217 CHF | 77'072 CHF | 99.37% | 99.37% |
08.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'675 CHF | 86'558 CHF | 98.95% | 98.95% |
07.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 500'485 | 166'828 | 220'639 CHF | 75'215 CHF | 98.61% | 98.61% |