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 | 2.06% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'995 CHF | 98'332 CHF | 99.56% | 99.56% |
19.11.2024 | 1.96% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'464 CHF | 103'155 CHF | 98.73% | 98.73% |
18.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'140 CHF | 96'047 CHF | 99.22% | 99.22% |
15.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'429 CHF | 98'143 CHF | 99.42% | 99.42% |
14.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'974 CHF | 111'658 CHF | 97.59% | 97.59% |
13.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'017 CHF | 125'672 CHF | 99.38% | 99.38% |
12.11.2024 | 1.77% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'376 CHF | 114'459 CHF | 96.13% | 96.13% |
11.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'968 CHF | 100'656 CHF | 99.06% | 99.06% |
08.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'394 CHF | 101'465 CHF | 99.14% | 99.14% |
07.11.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'094 CHF | 91'698 CHF | 98.60% | 98.60% |