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 | 1.34% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 444'587 CHF | 150'196 CHF | 99.38% | 99.38% |
19.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'112 CHF | 145'371 CHF | 99.38% | 99.38% |
18.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'469 CHF | 151'156 CHF | 99.38% | 99.38% |
15.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'460 CHF | 161'153 CHF | 99.36% | 99.36% |
14.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'870 CHF | 156'290 CHF | 99.38% | 99.38% |
13.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'517 CHF | 146'506 CHF | 99.38% | 99.38% |
12.11.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'937 CHF | 162'979 CHF | 99.13% | 99.13% |
11.11.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 480'630 CHF | 162'210 CHF | 99.38% | 99.38% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'993 CHF | 150'664 CHF | 99.38% | 99.38% |
07.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 461'253 CHF | 155'751 CHF | 98.58% | 98.58% |