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 | 2.11% | 0.49 CHF | 0.50 CHF | 600'000 | 150'000 | 599'979 | 150'000 | 281'781 CHF | 71'948 CHF | 99.38% | 99.38% |
19.11.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 600'000 | 150'000 | 669'319 | 149'979 | 215'717 CHF | 50'085 CHF | 99.38% | 99.38% |
18.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 211'430 CHF | 54'358 CHF | 99.37% | 99.37% |
15.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 226'992 CHF | 58'248 CHF | 98.91% | 98.91% |
14.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600'000 | 150'000 | 599'976 | 150'000 | 242'991 CHF | 62'250 CHF | 99.38% | 99.38% |
13.11.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 600'000 | 150'000 | 631'580 | 149'979 | 214'146 CHF | 52'424 CHF | 99.38% | 99.38% |
12.11.2024 | 2.59% | 0.33 CHF | 0.34 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 228'964 CHF | 58'741 CHF | 99.16% | 99.16% |
11.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 251'773 CHF | 64'443 CHF | 99.38% | 99.38% |
08.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 256'664 CHF | 65'666 CHF | 99.37% | 99.37% |
07.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 268'091 CHF | 68'523 CHF | 98.58% | 98.58% |