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 | 3.43% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'190 CHF | 59'397 CHF | 99.38% | 99.38% |
19.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'641 CHF | 58'880 CHF | 99.37% | 99.37% |
18.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'823 CHF | 61'608 CHF | 99.23% | 99.23% |
15.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'675 CHF | 65'558 CHF | 98.94% | 98.94% |
14.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'406 CHF | 63'135 CHF | 99.36% | 99.36% |
13.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'242 CHF | 64'748 CHF | 99.37% | 99.37% |
12.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'282 CHF | 64'761 CHF | 99.37% | 99.37% |
11.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'481 CHF | 67'827 CHF | 99.37% | 99.37% |
08.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'158 CHF | 65'720 CHF | 99.38% | 99.38% |
07.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'128 CHF | 67'043 CHF | 99.28% | 99.28% |