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 | 2.88% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'089 CHF | 70'363 CHF | 99.38% | 99.38% |
19.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'295 CHF | 60'098 CHF | 99.38% | 99.38% |
18.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'678 CHF | 72'893 CHF | 99.25% | 99.25% |
15.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 599'998 | 200'000 | 237'295 CHF | 81'099 CHF | 99.38% | 99.38% |
14.11.2024 | 2.61% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 599'995 | 199'998 | 227'760 CHF | 77'920 CHF | 99.36% | 99.36% |
13.11.2024 | 3.21% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 199'999 | 184'924 CHF | 63'641 CHF | 99.38% | 99.38% |
12.11.2024 | 2.23% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 199'999 | 267'158 CHF | 91'052 CHF | 99.38% | 99.38% |
11.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'483 CHF | 97'828 CHF | 99.37% | 99.37% |
08.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'269 CHF | 85'423 CHF | 99.37% | 99.37% |
07.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 199'998 | 271'089 CHF | 92'362 CHF | 98.37% | 98.37% |