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 | 2.88% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'154 CHF | 70'385 CHF | 99.21% | 99.21% |
19.11.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'877 CHF | 73'293 CHF | 99.01% | 99.01% |
18.11.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'359 CHF | 74'120 CHF | 99.09% | 99.09% |
15.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'098 CHF | 77'366 CHF | 99.38% | 99.38% |
14.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'710 CHF | 80'570 CHF | 97.85% | 97.85% |
13.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'612 CHF | 72'204 CHF | 99.35% | 99.35% |
12.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'428 CHF | 73'143 CHF | 97.85% | 97.85% |
11.11.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'675 CHF | 75'892 CHF | 99.37% | 99.37% |
08.11.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'805 CHF | 75'268 CHF | 98.73% | 98.73% |
07.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 601'516 | 200'505 | 227'617 CHF | 77'877 CHF | 98.62% | 98.62% |