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 | 2.08% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'540 CHF | 97'180 CHF | 99.06% | 99.06% |
19.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'825 CHF | 101'942 CHF | 99.21% | 99.21% |
18.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 339'711 CHF | 115'237 CHF | 98.25% | 98.25% |
15.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'184 CHF | 120'061 CHF | 99.39% | 99.39% |
14.11.2024 | 1.60% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'890 CHF | 126'297 CHF | 98.23% | 98.23% |
13.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'819 CHF | 119'606 CHF | 99.35% | 99.35% |
12.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 348'979 CHF | 118'326 CHF | 93.13% | 93.13% |
11.11.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'286 CHF | 104'762 CHF | 98.68% | 98.68% |
08.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'938 CHF | 96'313 CHF | 93.11% | 93.11% |
07.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 666'518 | 222'173 | 324'605 CHF | 110'423 CHF | 97.78% | 97.78% |