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 | 2.34% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'782 CHF | 86'594 CHF | 98.94% | 98.94% |
19.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'483 CHF | 85'828 CHF | 95.76% | 95.76% |
18.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 498'842 | 166'281 | 268'322 CHF | 91'104 CHF | 96.93% | 96.93% |
15.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'696 CHF | 89'066 CHF | 94.93% | 94.93% |
14.11.2024 | 1.53% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'877 CHF | 99'126 CHF | 98.41% | 98.41% |
13.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'679 CHF | 90'226 CHF | 98.32% | 98.32% |
12.11.2024 | 2.00% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'818 CHF | 101'273 CHF | 98.35% | 98.35% |
11.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'300 CHF | 87'600 CHF | 98.73% | 98.73% |
08.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 567'997 | 189'332 | 307'980 CHF | 104'553 CHF | 97.71% | 97.71% |
07.11.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'673 CHF | 117'224 CHF | 98.14% | 98.14% |