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 | 2.07% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'618 CHF | 97'873 CHF | 96.17% | 96.17% |
19.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'752 CHF | 102'584 CHF | 94.98% | 94.98% |
18.11.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'175 CHF | 109'058 CHF | 96.39% | 96.39% |
15.11.2024 | 1.87% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'882 CHF | 107'961 CHF | 96.43% | 96.43% |
14.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'071 CHF | 106'690 CHF | 97.34% | 97.34% |
13.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'446 CHF | 109'482 CHF | 97.81% | 97.81% |
12.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'372 CHF | 116'457 CHF | 98.86% | 98.86% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'382 CHF | 120'127 CHF | 98.61% | 98.61% |
08.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'926 CHF | 128'309 CHF | 97.12% | 97.12% |
07.11.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 390'873 CHF | 132'291 CHF | 98.24% | 98.24% |