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 | 2.19% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 135'692 CHF | 138'692 CHF | 100.00% | 100.00% |
19.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 138'558 CHF | 141'558 CHF | 100.00% | 100.00% |
18.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 129'909 CHF | 132'909 CHF | 100.00% | 100.00% |
15.11.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 125'429 CHF | 128'429 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 130'156 CHF | 133'156 CHF | 99.91% | 99.91% |
13.11.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 129'120 CHF | 132'120 CHF | 100.00% | 100.00% |
12.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 131'958 CHF | 134'958 CHF | 100.00% | 100.00% |
11.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 128'689 CHF | 131'689 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 124'874 CHF | 127'874 CHF | 100.00% | 100.00% |
07.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 114'498 CHF | 117'498 CHF | 100.00% | 100.00% |