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 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 599'590 | 199'863 | 412'700 CHF | 139'565 CHF | 98.93% | 98.93% |
19.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 598'234 | 199'411 | 414'606 CHF | 140'196 CHF | 96.51% | 96.51% |
18.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 477'647 | 159'216 | 341'194 CHF | 115'324 CHF | 94.16% | 94.16% |
15.11.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 575'009 | 191'670 | 385'771 CHF | 130'507 CHF | 90.74% | 90.74% |
14.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 383'045 CHF | 129'682 CHF | 94.64% | 94.64% |
13.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 599'972 | 199'991 | 382'726 CHF | 129'575 CHF | 83.14% | 83.14% |
12.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'211 CHF | 116'737 CHF | 91.87% | 91.87% |
11.11.2024 | 1.91% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'586 CHF | 105'862 CHF | 82.30% | 82.30% |
08.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'002 CHF | 111'334 CHF | 89.17% | 89.17% |
07.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 531'666 | 177'222 | 293'059 CHF | 99'459 CHF | 80.47% | 80.47% |