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 | 2.63% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'467 CHF | 77'156 CHF | 99.37% | 99.37% |
19.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'025 CHF | 81'008 CHF | 99.07% | 99.07% |
18.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'722 CHF | 80'241 CHF | 96.96% | 96.96% |
15.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'209 CHF | 84'070 CHF | 99.37% | 99.37% |
14.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'406 CHF | 87'802 CHF | 99.37% | 99.37% |
13.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'450 CHF | 80'483 CHF | 96.88% | 96.88% |
12.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'706 CHF | 80'569 CHF | 96.83% | 96.83% |
11.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'267 CHF | 83'756 CHF | 98.73% | 98.73% |
08.11.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'668 CHF | 82'556 CHF | 93.14% | 93.14% |
07.11.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'926 CHF | 84'309 CHF | 98.68% | 98.68% |