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 | 1.67% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 357'116 CHF | 121'039 CHF | 98.92% | 98.92% |
19.11.2024 | 1.93% | 0.57 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'890 CHF | 104'963 CHF | 90.32% | 90.32% |
18.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'821 CHF | 74'607 CHF | 97.04% | 97.04% |
15.11.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'729 CHF | 69'910 CHF | 98.92% | 98.92% |
14.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'592 CHF | 63'864 CHF | 98.93% | 98.93% |
13.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'039 CHF | 66'680 CHF | 96.40% | 96.40% |
12.11.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'434 CHF | 69'478 CHF | 96.40% | 96.40% |
11.11.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'438 CHF | 74'146 CHF | 98.86% | 98.86% |
08.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'758 CHF | 79'586 CHF | 98.89% | 98.89% |
07.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'045 CHF | 89'015 CHF | 98.25% | 98.25% |