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 | 2.39% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 589'533 | 196'511 | 243'707 CHF | 83'201 CHF | 99.38% | 99.38% |
19.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'606 CHF | 81'202 CHF | 96.68% | 96.68% |
18.11.2024 | 2.01% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 477'135 | 159'045 | 235'425 CHF | 80'066 CHF | 97.63% | 97.63% |
15.11.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'471 CHF | 78'324 CHF | 96.70% | 96.70% |
14.11.2024 | 2.02% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'181 CHF | 75'227 CHF | 99.34% | 99.34% |
13.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'040 CHF | 75'180 CHF | 99.37% | 99.37% |
12.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'499 CHF | 76'666 CHF | 99.35% | 99.35% |
11.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'470 CHF | 81'323 CHF | 99.34% | 99.34% |
08.11.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'433 CHF | 86'978 CHF | 99.27% | 99.27% |
07.11.2024 | 1.43% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'830 CHF | 106'110 CHF | 98.48% | 98.48% |