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 | 1.59% | 0.64 CHF | 0.65 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 374'724 CHF | 63'454 CHF | 99.38% | 99.38% |
19.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 285'048 CHF | 48'508 CHF | 99.38% | 99.38% |
18.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 303'320 CHF | 51'553 CHF | 99.38% | 99.38% |
15.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 317'715 CHF | 53'953 CHF | 98.91% | 98.91% |
14.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 334'096 CHF | 56'683 CHF | 99.38% | 99.38% |
13.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 293'596 CHF | 49'933 CHF | 99.38% | 99.38% |
12.11.2024 | 1.87% | 0.48 CHF | 0.49 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 318'920 CHF | 54'153 CHF | 99.16% | 99.16% |
11.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 341'061 CHF | 57'844 CHF | 99.38% | 99.38% |
08.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 346'089 CHF | 58'682 CHF | 99.38% | 99.38% |
07.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 355'647 CHF | 60'274 CHF | 98.58% | 98.58% |