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 | 1.46% | 0.70 CHF | 0.71 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 407'834 CHF | 68'972 CHF | 99.38% | 99.38% |
19.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 600'000 | 100'000 | 629'119 | 100'000 | 333'134 CHF | 54'049 CHF | 99.38% | 99.38% |
18.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 335'196 CHF | 56'866 CHF | 99.37% | 99.37% |
15.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 348'854 CHF | 59'142 CHF | 98.92% | 98.92% |
14.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 364'089 CHF | 61'682 CHF | 99.38% | 99.38% |
13.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 325'152 CHF | 55'192 CHF | 99.38% | 99.38% |
12.11.2024 | 1.70% | 0.54 CHF | 0.55 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 349'376 CHF | 59'229 CHF | 99.16% | 99.16% |
11.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 370'868 CHF | 62'811 CHF | 99.38% | 99.38% |
08.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 376'063 CHF | 63'677 CHF | 99.37% | 99.37% |
07.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 383'960 CHF | 64'993 CHF | 98.59% | 98.59% |