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% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'230 CHF | 149'743 CHF | 99.37% | 99.37% |
19.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 453'189 CHF | 153'063 CHF | 99.07% | 99.07% |
18.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'945 CHF | 152'982 CHF | 97.56% | 97.56% |
15.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'276 CHF | 156'759 CHF | 99.38% | 99.38% |
14.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 474'436 CHF | 160'145 CHF | 99.37% | 99.37% |
13.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'010 CHF | 152'670 CHF | 97.02% | 97.02% |
12.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'665 CHF | 152'555 CHF | 96.87% | 96.87% |
11.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'722 CHF | 155'574 CHF | 98.73% | 98.73% |
08.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 455'588 CHF | 153'863 CHF | 93.14% | 93.14% |
07.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 461'396 CHF | 155'799 CHF | 98.70% | 98.70% |