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 | 2.64% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'034 CHF | 76'678 CHF | 99.38% | 99.38% |
19.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'806 CHF | 69'269 CHF | 99.38% | 99.38% |
18.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'854 CHF | 70'951 CHF | 99.26% | 99.26% |
15.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'061 CHF | 75'354 CHF | 99.38% | 99.38% |
14.11.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'989 CHF | 73'997 CHF | 99.37% | 99.37% |
13.11.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'132 CHF | 73'044 CHF | 99.37% | 99.37% |
12.11.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'639 CHF | 76'546 CHF | 99.38% | 99.38% |
11.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'966 CHF | 81'655 CHF | 99.38% | 99.38% |
08.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'885 CHF | 81'295 CHF | 99.37% | 99.37% |
07.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'224 CHF | 76'075 CHF | 98.37% | 98.37% |