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 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 446'461 CHF | 150'820 CHF | 99.37% | 99.37% |
19.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'989 CHF | 146'663 CHF | 99.07% | 99.07% |
18.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'930 CHF | 147'977 CHF | 97.19% | 97.19% |
15.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'157 CHF | 145'052 CHF | 99.37% | 99.37% |
14.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 419'275 CHF | 141'758 CHF | 99.37% | 99.37% |
13.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 441'084 CHF | 149'028 CHF | 96.96% | 96.96% |
12.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 438'983 CHF | 148'328 CHF | 96.92% | 96.92% |
11.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'446 CHF | 144'815 CHF | 98.72% | 98.72% |
08.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 427'589 CHF | 144'530 CHF | 93.14% | 93.14% |
07.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 425'040 CHF | 143'680 CHF | 98.68% | 98.68% |