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 | 2.82% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'772 CHF | 71'924 CHF | 99.20% | 99.20% |
19.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'370 CHF | 73'123 CHF | 99.17% | 99.17% |
18.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'506 CHF | 71'835 CHF | 99.30% | 99.30% |
15.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'587 CHF | 73'196 CHF | 99.39% | 99.39% |
14.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'112 CHF | 88'038 CHF | 97.76% | 97.76% |
13.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'094 CHF | 90'032 CHF | 99.57% | 99.57% |
12.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'656 CHF | 95'219 CHF | 99.57% | 99.57% |
11.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'020 CHF | 101'340 CHF | 99.35% | 99.35% |
08.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'740 CHF | 102'247 CHF | 99.34% | 99.34% |
07.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'473 CHF | 100'158 CHF | 97.72% | 97.72% |