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 | 2.56% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'040 CHF | 79'013 CHF | 99.51% | 99.51% |
19.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'246 CHF | 80'082 CHF | 99.25% | 99.25% |
18.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'929 CHF | 78'976 CHF | 99.55% | 99.55% |
15.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'668 CHF | 80'223 CHF | 99.40% | 99.40% |
14.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 278'629 CHF | 94'876 CHF | 97.91% | 97.91% |
13.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'646 CHF | 96'882 CHF | 99.38% | 99.38% |
12.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'324 CHF | 102'108 CHF | 99.24% | 99.24% |
11.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'312 CHF | 108'104 CHF | 99.37% | 99.37% |
08.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'068 CHF | 108'689 CHF | 93.11% | 93.11% |
07.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'965 CHF | 106'655 CHF | 98.60% | 98.60% |