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 | 1.51% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'628 CHF | 133'543 CHF | 98.88% | 98.88% |
19.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'877 CHF | 125'959 CHF | 95.76% | 95.76% |
18.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 404'113 CHF | 136'704 CHF | 97.05% | 97.05% |
15.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'564 CHF | 134'855 CHF | 94.58% | 94.58% |
14.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'614 CHF | 127'871 CHF | 98.58% | 98.58% |
13.11.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'785 CHF | 124'595 CHF | 98.24% | 98.24% |
12.11.2024 | 1.51% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 393'302 CHF | 133'101 CHF | 98.94% | 98.94% |
11.11.2024 | 1.54% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'598 CHF | 131'199 CHF | 98.92% | 98.92% |
08.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 357'545 CHF | 121'182 CHF | 97.28% | 97.28% |
07.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 424'426 CHF | 143'475 CHF | 98.16% | 98.16% |