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 | 1.88% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 461'141 | 153'714 | 243'382 CHF | 82'665 CHF | 99.37% | 99.37% |
19.11.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 593'418 | 197'806 | 288'557 CHF | 98'164 CHF | 99.37% | 99.37% |
18.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 566'133 | 188'711 | 280'645 CHF | 95'436 CHF | 99.26% | 99.26% |
15.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 486'991 | 162'330 | 253'419 CHF | 86'096 CHF | 99.38% | 99.38% |
14.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 542'565 | 180'855 | 278'768 CHF | 94'731 CHF | 99.36% | 99.36% |
13.11.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 578'312 | 192'771 | 293'174 CHF | 99'652 CHF | 99.37% | 99.37% |
12.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 494'989 | 164'996 | 259'473 CHF | 88'141 CHF | 99.38% | 99.38% |
11.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'302 CHF | 85'268 CHF | 99.37% | 99.37% |
08.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'480 CHF | 84'993 CHF | 99.37% | 99.37% |
07.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'884 CHF | 80'795 CHF | 98.38% | 98.38% |