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 | 1.28% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'060 CHF | 157'020 CHF | 99.33% | 99.33% |
19.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 479'615 CHF | 161'872 CHF | 98.91% | 98.91% |
18.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 524'581 CHF | 176'860 CHF | 98.63% | 98.63% |
15.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 535'676 CHF | 180'558 CHF | 99.35% | 99.35% |
14.11.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 560'828 CHF | 188'943 CHF | 98.36% | 98.36% |
13.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 538'068 CHF | 181'356 CHF | 99.35% | 99.35% |
12.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 532'487 CHF | 179'496 CHF | 99.37% | 99.37% |
11.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 490'714 CHF | 165'571 CHF | 98.63% | 98.63% |
08.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 459'042 CHF | 155'014 CHF | 99.35% | 99.35% |
07.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'466 CHF | 158'489 CHF | 97.76% | 97.76% |