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 | 2.48% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'699 CHF | 81'900 CHF | 99.17% | 99.17% |
19.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'905 CHF | 79'635 CHF | 99.17% | 99.17% |
18.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'830 CHF | 69'943 CHF | 99.22% | 99.22% |
15.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'715 CHF | 70'238 CHF | 99.17% | 99.17% |
14.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'286 CHF | 70'762 CHF | 99.16% | 99.16% |
13.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'915 CHF | 65'972 CHF | 99.16% | 99.16% |
12.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'272 CHF | 71'757 CHF | 99.16% | 99.16% |
11.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'905 CHF | 67'302 CHF | 99.16% | 99.16% |
08.11.2024 | 3.46% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'199 CHF | 59'066 CHF | 99.17% | 99.17% |
07.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'554 CHF | 58'185 CHF | 98.19% | 98.19% |