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 | 2.27% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'912 CHF | 89'304 CHF | 99.30% | 99.30% |
19.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'510 CHF | 92'837 CHF | 98.96% | 98.96% |
18.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 275'350 CHF | 93'783 CHF | 99.46% | 99.46% |
15.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'326 CHF | 97'109 CHF | 99.37% | 99.37% |
14.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'946 CHF | 100'649 CHF | 97.95% | 97.95% |
13.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'404 CHF | 91'135 CHF | 99.35% | 99.35% |
12.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'312 CHF | 92'437 CHF | 93.13% | 93.13% |
11.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'759 CHF | 95'253 CHF | 99.37% | 99.37% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 275'653 CHF | 93'885 CHF | 93.11% | 93.11% |
07.11.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'166 CHF | 96'722 CHF | 98.62% | 98.62% |