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 | 1.65% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'801 CHF | 122'600 CHF | 97.64% | 97.64% |
19.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'225 CHF | 128'075 CHF | 94.46% | 94.46% |
18.11.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 399'721 CHF | 135'240 CHF | 96.26% | 96.26% |
15.11.2024 | 1.50% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'421 CHF | 134'140 CHF | 96.42% | 96.42% |
14.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'335 CHF | 132'778 CHF | 96.75% | 96.75% |
13.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 400'437 CHF | 135'479 CHF | 97.82% | 97.82% |
12.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'345 CHF | 143'115 CHF | 97.54% | 97.54% |
11.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 435'270 CHF | 147'090 CHF | 98.42% | 98.42% |
08.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'692 CHF | 155'564 CHF | 96.33% | 96.33% |
07.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 475'025 CHF | 160'342 CHF | 98.04% | 98.04% |