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 | 2.37% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'205 CHF | 85'402 CHF | 99.37% | 99.37% |
19.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'017 CHF | 78'006 CHF | 99.37% | 99.37% |
18.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'084 CHF | 79'695 CHF | 99.26% | 99.26% |
15.11.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'703 CHF | 83'901 CHF | 99.38% | 99.38% |
14.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'187 CHF | 83'062 CHF | 99.36% | 99.36% |
13.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'572 CHF | 81'191 CHF | 99.37% | 99.37% |
12.11.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 248'401 CHF | 84'800 CHF | 99.38% | 99.38% |
11.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'341 CHF | 91'447 CHF | 99.37% | 99.37% |
08.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'959 CHF | 90'320 CHF | 99.37% | 99.37% |
07.11.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'849 CHF | 86'283 CHF | 98.37% | 98.37% |