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 | 1.81% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'797 CHF | 111'599 CHF | 98.92% | 98.92% |
19.11.2024 | 1.58% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 376'689 CHF | 127'563 CHF | 90.32% | 90.32% |
18.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'939 CHF | 158'646 CHF | 97.09% | 97.09% |
15.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 486'048 CHF | 164'016 CHF | 98.92% | 98.92% |
14.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 503'315 CHF | 169'772 CHF | 98.93% | 98.93% |
13.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'300 CHF | 167'100 CHF | 96.39% | 96.39% |
12.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 486'619 CHF | 164'206 CHF | 96.42% | 96.42% |
11.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 473'630 CHF | 159'877 CHF | 98.86% | 98.86% |
08.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 459'028 CHF | 155'009 CHF | 98.90% | 98.90% |
07.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'477 CHF | 146'492 CHF | 98.24% | 98.24% |