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 | 1.84% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'867 CHF | 109'622 CHF | 98.92% | 98.92% |
19.11.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'664 CHF | 93'555 CHF | 90.32% | 90.32% |
18.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'537 CHF | 63'179 CHF | 97.09% | 97.09% |
15.11.2024 | 3.48% | 0.28 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'475 CHF | 58'492 CHF | 98.92% | 98.92% |
14.11.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'368 CHF | 52'456 CHF | 98.94% | 98.94% |
13.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'821 CHF | 55'274 CHF | 96.45% | 96.45% |
12.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'057 CHF | 58'019 CHF | 96.52% | 96.52% |
11.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'170 CHF | 62'723 CHF | 98.85% | 98.85% |
08.11.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'482 CHF | 68'161 CHF | 98.89% | 98.89% |
07.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'608 CHF | 77'536 CHF | 98.24% | 98.24% |