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 | 2.34% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'090 CHF | 86'363 CHF | 99.27% | 99.27% |
19.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'116 CHF | 84'039 CHF | 96.18% | 96.18% |
18.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'101 CHF | 85'367 CHF | 97.15% | 97.15% |
15.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'768 CHF | 88'256 CHF | 96.03% | 96.03% |
14.11.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'460 CHF | 105'820 CHF | 98.89% | 98.89% |
13.11.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'266 CHF | 104'089 CHF | 99.06% | 99.06% |
12.11.2024 | 1.88% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'104 CHF | 107'368 CHF | 99.37% | 99.37% |
11.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'478 CHF | 113'826 CHF | 96.31% | 96.31% |
08.11.2024 | 2.19% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'068 CHF | 92'356 CHF | 96.75% | 96.75% |
07.11.2024 | 2.05% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'644 CHF | 98'881 CHF | 98.64% | 98.64% |