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 | 1.48% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 402'580 CHF | 136'193 CHF | 97.66% | 97.66% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 418'173 CHF | 141'391 CHF | 95.53% | 95.53% |
18.11.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'998 CHF | 147'999 CHF | 96.27% | 96.27% |
15.11.2024 | 1.37% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 434'664 CHF | 146'888 CHF | 96.44% | 96.44% |
14.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'809 CHF | 145'603 CHF | 96.89% | 96.89% |
13.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 439'325 CHF | 148'442 CHF | 97.79% | 97.79% |
12.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'574 CHF | 155'525 CHF | 97.95% | 97.95% |
11.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 472'172 CHF | 159'391 CHF | 98.43% | 98.43% |
08.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 497'426 CHF | 167'809 CHF | 96.32% | 96.32% |
07.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 508'849 CHF | 171'616 CHF | 98.04% | 98.04% |