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 | 1.29% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 463'504 CHF | 156'501 CHF | 98.88% | 98.88% |
19.11.2024 | 1.39% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 427'811 CHF | 144'604 CHF | 98.94% | 98.94% |
18.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'829 CHF | 155'610 CHF | 98.44% | 98.95% |
15.11.2024 | 1.96% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 622'003 | 207'334 | 314'367 CHF | 106'862 CHF | 97.35% | 97.35% |
14.11.2024 | 1.55% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 384'559 CHF | 130'186 CHF | 97.42% | 97.42% |
13.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 420'541 CHF | 142'180 CHF | 98.31% | 98.31% |
12.11.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 478'447 CHF | 161'482 CHF | 89.70% | 89.70% |
11.11.2024 | 1.31% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 455'186 CHF | 153'729 CHF | 94.15% | 94.15% |
08.11.2024 | 2.37% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 725'597 | 241'866 | 302'904 CHF | 103'387 CHF | 96.68% | 96.68% |
07.11.2024 | 2.88% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 309'162 CHF | 106'054 CHF | 98.12% | 98.12% |