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 | 2.93% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'848 CHF | 69'283 CHF | 99.38% | 99.38% |
19.11.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 599'969 | 200'000 | 177'720 CHF | 61'243 CHF | 99.38% | 99.38% |
18.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'593 CHF | 63'198 CHF | 99.26% | 99.26% |
15.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'733 CHF | 67'911 CHF | 99.38% | 99.38% |
14.11.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'154 CHF | 66'385 CHF | 99.37% | 99.37% |
13.11.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'767 CHF | 65'589 CHF | 99.38% | 99.38% |
12.11.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'384 CHF | 69'462 CHF | 99.38% | 99.38% |
11.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'005 CHF | 74'335 CHF | 99.37% | 99.37% |
08.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'058 CHF | 74'353 CHF | 99.37% | 99.37% |
07.11.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'453 CHF | 67'818 CHF | 98.36% | 98.36% |