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 | 1.73% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'013 CHF | 116'338 CHF | 98.96% | 98.96% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 355'845 CHF | 120'615 CHF | 98.92% | 98.92% |
18.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'973 CHF | 134'324 CHF | 98.69% | 98.69% |
15.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'340 CHF | 137'780 CHF | 99.36% | 99.36% |
14.11.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'901 CHF | 144'967 CHF | 98.52% | 98.52% |
13.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'843 CHF | 137'948 CHF | 99.35% | 99.35% |
12.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'866 CHF | 136'622 CHF | 99.35% | 99.35% |
11.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'439 CHF | 123'813 CHF | 98.71% | 98.71% |
08.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'719 CHF | 114'906 CHF | 99.34% | 99.34% |
07.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 435'735 CHF | 147'745 CHF | 97.77% | 97.77% |