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 | 1.73% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'173 CHF | 116'724 CHF | 99.42% | 99.42% |
19.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'239 CHF | 121'746 CHF | 96.72% | 96.72% |
18.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'416 CHF | 112'805 CHF | 97.71% | 97.71% |
15.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'117 CHF | 111'372 CHF | 96.59% | 96.59% |
14.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'310 CHF | 117'437 CHF | 99.38% | 99.38% |
13.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'655 CHF | 124'552 CHF | 99.38% | 99.38% |
12.11.2024 | 1.74% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'094 CHF | 116'365 CHF | 99.36% | 99.36% |
11.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'373 CHF | 97'791 CHF | 99.33% | 99.33% |
08.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'131 CHF | 99'710 CHF | 99.32% | 99.32% |
07.11.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'324 CHF | 87'441 CHF | 98.69% | 98.69% |