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 | 2.47% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'015 CHF | 82'005 CHF | 98.00% | 98.00% |
19.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'804 CHF | 83'268 CHF | 97.48% | 97.48% |
18.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'999 CHF | 84'333 CHF | 99.15% | 99.15% |
15.11.2024 | 1.95% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 478'088 | 159'363 | 241'563 CHF | 82'115 CHF | 97.81% | 97.81% |
14.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'954 CHF | 83'818 CHF | 97.23% | 97.23% |
13.11.2024 | 1.67% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'259 CHF | 90'587 CHF | 96.23% | 96.23% |
12.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'062 CHF | 106'854 CHF | 97.72% | 97.72% |
11.11.2024 | 1.45% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'315 CHF | 104'272 CHF | 97.24% | 97.24% |
08.11.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'147 CHF | 105'882 CHF | 97.56% | 97.56% |
07.11.2024 | 1.66% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 568'548 | 189'516 | 339'691 CHF | 115'126 CHF | 98.25% | 98.25% |