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 | 1.83% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'485 CHF | 110'495 CHF | 99.39% | 99.39% |
19.11.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'686 CHF | 114'562 CHF | 98.89% | 98.89% |
18.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'894 CHF | 114'965 CHF | 99.35% | 99.35% |
15.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'792 CHF | 118'931 CHF | 99.39% | 99.39% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'567 CHF | 122'856 CHF | 96.79% | 96.79% |
13.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'181 CHF | 112'727 CHF | 99.35% | 99.35% |
12.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'050 CHF | 113'683 CHF | 93.13% | 93.13% |
11.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'975 CHF | 116'658 CHF | 99.37% | 99.37% |
08.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'133 CHF | 115'378 CHF | 98.70% | 98.70% |
07.11.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 348'101 CHF | 118'034 CHF | 98.62% | 98.62% |