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 | 1.76% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'629 CHF | 114'543 CHF | 88.20% | 88.20% |
19.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'835 CHF | 108'278 CHF | 88.27% | 88.27% |
18.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'792 CHF | 111'264 CHF | 89.52% | 89.52% |
15.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 357'413 CHF | 121'138 CHF | 93.34% | 93.34% |
14.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 360'944 CHF | 122'315 CHF | 90.30% | 90.30% |
13.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'839 CHF | 121'613 CHF | 96.16% | 96.16% |
12.11.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 374'051 CHF | 126'684 CHF | 94.50% | 94.50% |
11.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 419'121 CHF | 141'707 CHF | 92.96% | 92.96% |
08.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'636 CHF | 128'879 CHF | 95.77% | 95.77% |
07.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'639 CHF | 132'880 CHF | 95.20% | 95.20% |