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 | 1.46% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'844 CHF | 137'615 CHF | 99.38% | 99.38% |
19.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 603'071 | 201'024 | 323'223 CHF | 109'751 CHF | 99.38% | 99.38% |
18.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'546 CHF | 114'515 CHF | 99.38% | 99.38% |
15.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'687 CHF | 119'562 CHF | 98.91% | 98.91% |
14.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'740 CHF | 124'913 CHF | 99.38% | 99.38% |
13.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'176 CHF | 111'392 CHF | 99.38% | 99.38% |
12.11.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'594 CHF | 119'531 CHF | 99.16% | 99.16% |
11.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 375'539 CHF | 127'180 CHF | 99.38% | 99.38% |
08.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 381'612 CHF | 129'204 CHF | 99.37% | 99.37% |
07.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'969 CHF | 131'990 CHF | 98.59% | 98.59% |