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 | 2.20% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'956 CHF | 91'985 CHF | 99.38% | 99.38% |
19.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'756 CHF | 88'585 CHF | 99.38% | 99.38% |
18.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 596'353 | 198'784 | 269'520 CHF | 91'828 CHF | 99.38% | 99.38% |
15.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 513'949 | 171'316 | 253'440 CHF | 86'193 CHF | 99.36% | 99.36% |
14.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 497'971 | 165'990 | 248'045 CHF | 84'342 CHF | 99.38% | 99.38% |
13.11.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'501 CHF | 95'500 CHF | 99.38% | 99.38% |
12.11.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 473'635 | 157'878 | 236'663 CHF | 80'467 CHF | 99.14% | 99.14% |
11.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'641 CHF | 81'380 CHF | 99.38% | 99.38% |
08.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 458'231 | 152'744 | 228'657 CHF | 77'746 CHF | 99.38% | 99.38% |
07.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 498'570 | 166'190 | 250'703 CHF | 85'230 CHF | 98.58% | 98.58% |