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 | 3.13% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'797 CHF | 64'932 CHF | 98.92% | 98.92% |
19.11.2024 | 2.52% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'709 CHF | 80'903 CHF | 90.32% | 90.32% |
18.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'611 CHF | 111'870 CHF | 97.04% | 97.04% |
15.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'371 CHF | 117'124 CHF | 98.92% | 98.92% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'798 CHF | 122'933 CHF | 98.93% | 98.93% |
13.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'744 CHF | 120'248 CHF | 96.52% | 96.52% |
12.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'162 CHF | 117'387 CHF | 96.35% | 96.35% |
11.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'000 CHF | 113'000 CHF | 98.86% | 98.86% |
08.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'139 CHF | 108'046 CHF | 98.90% | 98.90% |
07.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'060 CHF | 99'353 CHF | 98.25% | 98.25% |