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 | 2.31% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'558 CHF | 87'520 CHF | 99.48% | 99.48% |
19.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 617'573 | 205'858 | 256'232 CHF | 87'469 CHF | 96.54% | 96.54% |
18.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 605'859 | 201'953 | 256'789 CHF | 87'616 CHF | 97.41% | 97.41% |
15.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'951 CHF | 87'984 CHF | 95.92% | 95.92% |
14.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'625 CHF | 103'542 CHF | 99.26% | 99.26% |
13.11.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'884 CHF | 103'295 CHF | 99.06% | 99.06% |
12.11.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'659 CHF | 105'553 CHF | 99.37% | 99.37% |
11.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'541 CHF | 110'847 CHF | 96.29% | 96.29% |
08.11.2024 | 2.22% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'414 CHF | 91'138 CHF | 96.75% | 96.75% |
07.11.2024 | 2.09% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'822 | 200'274 | 285'283 CHF | 97'097 CHF | 98.63% | 98.63% |