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 | 3.03% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'325 CHF | 67'108 CHF | 99.26% | 99.26% |
19.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'124 CHF | 66'375 CHF | 85.67% | 85.67% |
18.11.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'779 CHF | 63'593 CHF | 97.55% | 97.55% |
15.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'756 CHF | 63'252 CHF | 95.66% | 95.66% |
14.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'546 CHF | 60'849 CHF | 99.23% | 99.23% |
13.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'707 CHF | 57'903 CHF | 99.27% | 99.27% |
12.11.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'959 CHF | 58'653 CHF | 97.72% | 97.72% |
11.11.2024 | 3.28% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'587 CHF | 62'196 CHF | 99.17% | 99.17% |
08.11.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'348 CHF | 66'116 CHF | 97.53% | 97.53% |
07.11.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'381 CHF | 59'127 CHF | 95.90% | 95.90% |