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 | 2.42% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 122'707 CHF | 125'707 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 125'925 CHF | 128'925 CHF | 100.00% | 100.00% |
18.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 117'290 CHF | 120'290 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 112'720 CHF | 115'720 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 117'323 CHF | 120'323 CHF | 99.79% | 99.79% |
13.11.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 116'496 CHF | 119'496 CHF | 100.00% | 100.00% |
12.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 119'279 CHF | 122'279 CHF | 100.00% | 100.00% |
11.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 115'797 CHF | 118'797 CHF | 100.00% | 100.00% |
08.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 111'868 CHF | 114'868 CHF | 100.00% | 100.00% |
07.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 102'509 CHF | 105'509 CHF | 100.00% | 100.00% |