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 | 1.44% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'047 CHF | 140'016 CHF | 98.91% | 98.91% |
19.11.2024 | 1.63% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'734 CHF | 123'911 CHF | 90.32% | 90.32% |
18.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'836 CHF | 93'612 CHF | 97.00% | 97.00% |
15.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'929 CHF | 88'976 CHF | 98.92% | 98.92% |
14.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'603 CHF | 82'868 CHF | 98.94% | 98.94% |
13.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'023 CHF | 85'674 CHF | 96.37% | 96.37% |
12.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'322 CHF | 88'441 CHF | 96.49% | 96.49% |
11.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'422 CHF | 93'141 CHF | 98.86% | 98.86% |
08.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'794 CHF | 98'598 CHF | 98.89% | 98.89% |
07.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'387 CHF | 108'129 CHF | 98.23% | 98.23% |