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 | 2.33% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 599'200 | 199'733 | 253'850 CHF | 86'614 CHF | 99.59% | 99.59% |
19.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 572'018 | 190'673 | 246'384 CHF | 84'035 CHF | 99.54% | 99.54% |
18.11.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 570'180 | 190'060 | 241'584 CHF | 82'429 CHF | 99.58% | 99.58% |
15.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'179 CHF | 86'060 CHF | 99.26% | 99.26% |
14.11.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'339 CHF | 81'446 CHF | 98.26% | 98.26% |
13.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'313 CHF | 71'438 CHF | 99.57% | 99.57% |
12.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'048 CHF | 77'683 CHF | 99.58% | 99.58% |
11.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'001 CHF | 85'334 CHF | 99.57% | 99.57% |
08.11.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'474 CHF | 87'491 CHF | 98.56% | 98.56% |
07.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 278'276 CHF | 94'759 CHF | 98.51% | 98.51% |