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 | 1.83% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'480 CHF | 110'493 CHF | 98.95% | 98.95% |
19.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'809 CHF | 107'936 CHF | 95.59% | 95.59% |
18.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 323'671 CHF | 109'890 CHF | 97.03% | 97.03% |
15.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'298 CHF | 111'766 CHF | 95.49% | 95.49% |
14.11.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'158 CHF | 129'386 CHF | 99.37% | 99.37% |
13.11.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'157 CHF | 128'052 CHF | 99.05% | 99.05% |
12.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'941 CHF | 131'314 CHF | 99.37% | 99.37% |
11.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'430 CHF | 137'143 CHF | 96.30% | 96.30% |
08.11.2024 | 1.76% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 339'318 CHF | 115'106 CHF | 96.75% | 96.75% |
07.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'041 CHF | 121'680 CHF | 98.65% | 98.65% |