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 | 1.54% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'838 CHF | 130'946 CHF | 97.75% | 97.75% |
19.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 402'362 CHF | 136'121 CHF | 93.69% | 93.69% |
18.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'817 CHF | 142'939 CHF | 96.43% | 96.43% |
15.11.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 419'712 CHF | 141'904 CHF | 96.45% | 96.45% |
14.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 415'324 CHF | 140'441 CHF | 97.05% | 97.05% |
13.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'877 CHF | 143'292 CHF | 97.76% | 97.76% |
12.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'793 CHF | 150'598 CHF | 98.85% | 98.85% |
11.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 457'729 CHF | 154'576 CHF | 98.64% | 98.64% |
08.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'835 CHF | 162'945 CHF | 98.29% | 98.29% |
07.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 496'139 CHF | 167'380 CHF | 98.24% | 98.24% |