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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'804 CHF | 86'268 CHF | 93.85% | 93.85% |
20.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'998 CHF | 96'666 CHF | 88.20% | 88.20% |
19.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'484 CHF | 90'161 CHF | 88.28% | 88.28% |
18.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'744 CHF | 93'248 CHF | 89.49% | 89.49% |
15.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'738 CHF | 103'580 CHF | 93.71% | 93.71% |
14.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'362 CHF | 104'787 CHF | 91.88% | 91.88% |
13.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'423 CHF | 104'141 CHF | 96.15% | 96.15% |
12.11.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'109 CHF | 109'370 CHF | 94.50% | 94.50% |
11.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 453'663 | 151'221 | 278'939 CHF | 94'492 CHF | 92.94% | 92.94% |
08.11.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 595'765 | 198'588 | 326'501 CHF | 110'820 CHF | 95.79% | 95.79% |