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 | 3.61% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'174 CHF | 56'391 CHF | 99.53% | 99.53% |
19.11.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'120 CHF | 59'373 CHF | 98.99% | 98.99% |
18.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'355 CHF | 60'118 CHF | 99.26% | 99.26% |
15.11.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'282 CHF | 63'427 CHF | 99.35% | 99.35% |
14.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'758 CHF | 66'919 CHF | 98.30% | 98.30% |
13.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'699 CHF | 58'900 CHF | 99.33% | 99.33% |
12.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'475 CHF | 59'825 CHF | 99.38% | 99.38% |
11.11.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'207 CHF | 62'402 CHF | 99.32% | 99.32% |
08.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'173 CHF | 61'724 CHF | 99.34% | 99.34% |
07.11.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'304 CHF | 64'435 CHF | 98.59% | 98.59% |