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 | 1.55% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 383'440 CHF | 129'813 CHF | 98.87% | 98.87% |
19.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'611 CHF | 120'870 CHF | 98.57% | 98.57% |
18.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'627 CHF | 114'876 CHF | 97.65% | 97.65% |
15.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'600 CHF | 114'533 CHF | 97.98% | 97.98% |
14.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'954 CHF | 115'985 CHF | 97.30% | 97.30% |
13.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'386 CHF | 109'129 CHF | 98.89% | 98.89% |
12.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'738 CHF | 142'913 CHF | 97.94% | 97.94% |
11.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'212 CHF | 137'404 CHF | 98.82% | 98.82% |
08.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'764 CHF | 147'921 CHF | 98.77% | 98.77% |
07.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 442'834 CHF | 149'611 CHF | 97.61% | 97.61% |