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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'314 CHF | 85'105 CHF | 99.43% | 99.43% |
20.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'957 CHF | 90'319 CHF | 99.00% | 99.00% |
19.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'695 CHF | 90'232 CHF | 99.44% | 99.44% |
18.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'112 CHF | 92'704 CHF | 97.62% | 97.62% |
15.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'353 CHF | 96'785 CHF | 99.44% | 99.44% |
14.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'199 CHF | 97'400 CHF | 99.09% | 99.09% |
13.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'000 CHF | 98'000 CHF | 96.72% | 96.72% |
12.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'936 CHF | 97'979 CHF | 96.40% | 96.40% |
11.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'024 CHF | 95'341 CHF | 98.65% | 98.65% |
08.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'104 CHF | 101'035 CHF | 90.61% | 90.61% |