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 | 1.42% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 420'983 CHF | 142'328 CHF | 99.17% | 99.17% |
19.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'135 CHF | 147'712 CHF | 98.98% | 98.98% |
18.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'534 CHF | 162'845 CHF | 98.48% | 98.48% |
15.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 497'465 CHF | 167'822 CHF | 99.39% | 99.39% |
14.11.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 520'063 CHF | 175'354 CHF | 98.02% | 98.02% |
13.11.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 496'906 CHF | 167'635 CHF | 99.38% | 99.38% |
12.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'118 CHF | 165'039 CHF | 99.17% | 99.17% |
11.11.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 446'225 CHF | 150'742 CHF | 98.67% | 98.67% |
08.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'301 CHF | 140'100 CHF | 93.11% | 93.11% |
07.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 425'055 CHF | 143'685 CHF | 97.80% | 97.80% |