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 | 2.31% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'612 CHF | 87'537 CHF | 98.90% | 98.90% |
19.11.2024 | 2.86% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'436 CHF | 71'479 CHF | 90.32% | 90.32% |
18.11.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'384 CHF | 41'128 CHF | 97.08% | 97.08% |
15.11.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'426 CHF | 36'475 CHF | 98.92% | 98.92% |
14.11.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 85'716 CHF | 30'572 CHF | 98.93% | 98.93% |
13.11.2024 | 6.21% | 0.14 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 93'881 CHF | 33'294 CHF | 96.39% | 96.39% |
12.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'917 CHF | 35'972 CHF | 96.53% | 96.53% |
11.11.2024 | 5.06% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'775 CHF | 40'592 CHF | 98.86% | 98.86% |
08.11.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'824 CHF | 45'941 CHF | 98.89% | 98.89% |
07.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'783 CHF | 55'261 CHF | 98.22% | 98.22% |