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 | 1.69% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'128 CHF | 119'709 CHF | 98.73% | 98.73% |
19.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'338 CHF | 116'113 CHF | 98.88% | 98.88% |
18.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'297 CHF | 114'766 CHF | 99.04% | 99.04% |
15.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'528 CHF | 121'843 CHF | 99.24% | 99.24% |
14.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 404'287 CHF | 136'762 CHF | 97.67% | 97.67% |
13.11.2024 | 1.37% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 474'507 | 158'169 | 342'920 CHF | 115'888 CHF | 99.27% | 99.27% |
12.11.2024 | 1.25% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'496 CHF | 121'332 CHF | 96.56% | 96.56% |
11.11.2024 | 1.08% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'889 CHF | 139'463 CHF | 99.13% | 99.13% |
08.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 437'542 CHF | 147'347 CHF | 98.13% | 98.13% |
07.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'360 CHF | 200'120 CHF | 98.51% | 98.51% |