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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'931 CHF | 50'310 CHF | 99.14% | 99.14% |
20.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'490 CHF | 59'163 CHF | 99.38% | 99.38% |
19.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'931 CHF | 58'644 CHF | 99.37% | 99.37% |
18.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'361 CHF | 60'787 CHF | 99.21% | 99.21% |
15.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'189 CHF | 64'730 CHF | 98.94% | 98.94% |
14.11.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'913 CHF | 63'304 CHF | 99.37% | 99.37% |
13.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'038 CHF | 64'013 CHF | 99.37% | 99.37% |
12.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'247 CHF | 65'083 CHF | 99.37% | 99.37% |
11.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'141 CHF | 67'714 CHF | 99.37% | 99.37% |
08.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'176 CHF | 66'392 CHF | 99.38% | 99.38% |