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 | 2.60% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'283 CHF | 78'095 CHF | 99.37% | 99.37% |
19.11.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'078 CHF | 80'693 CHF | 96.72% | 96.72% |
18.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 595'349 | 198'450 | 270'059 CHF | 92'004 CHF | 97.67% | 97.67% |
15.11.2024 | 3.18% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'263 CHF | 65'088 CHF | 96.50% | 96.50% |
14.11.2024 | 3.18% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 669'318 | 223'106 | 215'034 CHF | 73'909 CHF | 92.95% | 92.95% |
13.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 178'727 CHF | 62'576 CHF | 98.98% | 98.98% |
12.11.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'614 CHF | 58'205 CHF | 99.37% | 99.37% |
11.11.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 147'518 CHF | 52'173 CHF | 99.14% | 99.14% |
08.11.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 915'184 | 315'184 | 144'203 CHF | 52'719 CHF | 98.88% | 98.88% |
07.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 908'391 | 308'391 | 153'564 CHF | 55'170 CHF | 97.31% | 97.31% |