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 | 2.08% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'399 CHF | 97'133 CHF | 99.38% | 99.38% |
19.11.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 259'977 CHF | 71'327 CHF | 99.38% | 99.38% |
18.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 278'704 CHF | 76'321 CHF | 99.38% | 99.38% |
15.11.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 295'112 CHF | 80'696 CHF | 98.92% | 98.92% |
14.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750'000 | 200'000 | 748'448 | 200'000 | 312'460 CHF | 85'501 CHF | 99.38% | 99.38% |
13.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 268'014 CHF | 73'470 CHF | 99.38% | 99.38% |
12.11.2024 | 2.50% | 0.35 CHF | 0.36 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 296'449 CHF | 81'053 CHF | 99.16% | 99.16% |
11.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 750'000 | 200'000 | 723'406 | 200'000 | 309'941 CHF | 87'799 CHF | 99.38% | 99.38% |
08.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 750'000 | 200'000 | 657'196 | 200'000 | 287'612 CHF | 89'660 CHF | 99.37% | 99.37% |
07.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 618'636 | 200'000 | 279'669 CHF | 92'500 CHF | 98.58% | 98.58% |