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 | 2.18% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'173 CHF | 92'724 CHF | 99.41% | 99.41% |
19.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'218 CHF | 97'739 CHF | 96.70% | 96.70% |
18.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'981 CHF | 88'994 CHF | 97.68% | 97.68% |
15.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'607 CHF | 87'536 CHF | 96.58% | 96.58% |
14.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'825 CHF | 93'608 CHF | 99.38% | 99.38% |
13.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'773 CHF | 100'591 CHF | 99.36% | 99.36% |
12.11.2024 | 2.19% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'929 CHF | 92'643 CHF | 99.40% | 99.40% |
11.11.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'160 CHF | 74'720 CHF | 99.31% | 99.31% |
08.11.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'854 CHF | 76'618 CHF | 99.34% | 99.34% |
07.11.2024 | 3.08% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 680'886 | 226'962 | 217'750 CHF | 74'853 CHF | 98.65% | 98.65% |