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 | 1.52% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 391'366 CHF | 132'456 CHF | 98.92% | 98.92% |
19.11.2024 | 1.74% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'026 CHF | 116'342 CHF | 90.32% | 90.32% |
18.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'131 CHF | 86'044 CHF | 97.11% | 97.11% |
15.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'315 CHF | 81'438 CHF | 98.92% | 98.92% |
14.11.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'006 CHF | 75'335 CHF | 98.93% | 98.93% |
13.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'459 CHF | 78'153 CHF | 96.46% | 96.46% |
12.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'736 CHF | 80'912 CHF | 96.51% | 96.51% |
11.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'914 CHF | 85'638 CHF | 98.85% | 98.85% |
08.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'274 CHF | 91'091 CHF | 98.89% | 98.89% |
07.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'678 CHF | 100'559 CHF | 98.23% | 98.23% |