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 | 2.00% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'024 CHF | 101'008 CHF | 98.89% | 98.89% |
19.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'452 CHF | 97'484 CHF | 99.24% | 99.24% |
18.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'793 CHF | 96'264 CHF | 98.97% | 98.97% |
15.11.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'930 CHF | 102'643 CHF | 99.26% | 99.26% |
14.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'200 CHF | 116'067 CHF | 97.67% | 97.67% |
13.11.2024 | 1.61% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'069 CHF | 125'356 CHF | 99.19% | 99.19% |
12.11.2024 | 1.46% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 583'070 | 194'357 | 397'987 CHF | 134'606 CHF | 99.20% | 99.20% |
11.11.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 453'258 | 151'086 | 361'574 CHF | 122'035 CHF | 99.31% | 99.31% |
08.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'049 CHF | 128'850 CHF | 98.58% | 98.58% |
07.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 520'286 CHF | 175'429 CHF | 98.49% | 98.49% |