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 | 1.94% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'557 CHF | 104'186 CHF | 97.67% | 97.67% |
19.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'353 CHF | 108'784 CHF | 94.47% | 94.47% |
18.11.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'551 CHF | 114'850 CHF | 96.26% | 96.26% |
15.11.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'604 CHF | 113'868 CHF | 96.43% | 96.43% |
14.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'292 CHF | 112'764 CHF | 96.94% | 96.94% |
13.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'787 CHF | 115'596 CHF | 97.85% | 97.85% |
12.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 360'888 CHF | 122'296 CHF | 98.40% | 98.40% |
11.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'194 CHF | 126'065 CHF | 98.43% | 98.43% |
08.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'088 CHF | 134'029 CHF | 96.32% | 96.32% |
07.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'554 CHF | 137'185 CHF | 98.03% | 98.03% |