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 | 1.94% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'651 CHF | 104'217 CHF | 99.17% | 99.17% |
19.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'951 CHF | 104'650 CHF | 99.16% | 99.16% |
18.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'800 CHF | 111'267 CHF | 99.23% | 99.23% |
15.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'891 CHF | 115'630 CHF | 99.17% | 99.17% |
14.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'328 CHF | 116'442 CHF | 99.15% | 99.15% |
13.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 331'685 CHF | 112'562 CHF | 99.16% | 99.16% |
12.11.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'812 CHF | 117'271 CHF | 99.16% | 99.16% |
11.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'177 CHF | 126'059 CHF | 99.16% | 99.16% |
08.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'976 CHF | 124'992 CHF | 99.16% | 99.16% |
07.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 399'251 CHF | 135'084 CHF | 98.26% | 98.26% |