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 | 2.65% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'773 CHF | 76'591 CHF | 99.26% | 99.26% |
19.11.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'233 CHF | 80'744 CHF | 98.73% | 98.73% |
18.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'108 CHF | 81'369 CHF | 99.45% | 99.45% |
15.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 248'095 CHF | 84'698 CHF | 99.36% | 99.36% |
14.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'659 CHF | 88'553 CHF | 97.93% | 97.93% |
13.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'386 CHF | 79'129 CHF | 99.29% | 99.29% |
12.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'650 CHF | 80'217 CHF | 99.35% | 99.35% |
11.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 244'089 CHF | 83'363 CHF | 99.38% | 99.38% |
08.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'555 CHF | 82'185 CHF | 99.33% | 99.33% |
07.11.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'787 CHF | 85'262 CHF | 98.55% | 98.55% |