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 | 2.00% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'309 CHF | 101'103 CHF | 99.43% | 99.43% |
20.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'727 CHF | 106'242 CHF | 99.00% | 99.00% |
19.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'435 CHF | 106'145 CHF | 99.44% | 99.44% |
18.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'747 CHF | 108'582 CHF | 97.66% | 97.66% |
15.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'036 CHF | 112'679 CHF | 99.44% | 99.44% |
14.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'713 CHF | 113'238 CHF | 99.09% | 99.09% |
13.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'983 CHF | 113'994 CHF | 96.76% | 96.76% |
12.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'887 CHF | 113'962 CHF | 96.35% | 96.35% |
11.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'739 CHF | 110'580 CHF | 98.66% | 98.66% |
08.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'803 CHF | 116'268 CHF | 90.61% | 90.61% |