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 | 1.67% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'593 CHF | 120'864 CHF | 98.85% | 98.85% |
19.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'631 CHF | 113'210 CHF | 95.76% | 95.76% |
18.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'541 CHF | 124'514 CHF | 97.07% | 97.07% |
15.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 360'068 CHF | 122'023 CHF | 94.84% | 94.84% |
14.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'714 CHF | 114'905 CHF | 98.74% | 98.74% |
13.11.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'865 CHF | 111'288 CHF | 98.42% | 98.42% |
12.11.2024 | 1.68% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'990 CHF | 120'330 CHF | 98.91% | 98.91% |
11.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 349'882 CHF | 118'627 CHF | 98.93% | 98.93% |
08.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'432 CHF | 108'144 CHF | 97.32% | 97.32% |
07.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'592 CHF | 131'197 CHF | 98.20% | 98.20% |