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 | 1.85% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 160'392 CHF | 163'392 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'478 CHF | 166'478 CHF | 100.00% | 100.00% |
18.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 154'658 CHF | 157'658 CHF | 100.00% | 100.00% |
15.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 299'876 | 300'000 | 150'243 CHF | 153'309 CHF | 100.00% | 100.00% |
14.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 154'725 CHF | 157'725 CHF | 99.79% | 99.79% |
13.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 154'223 CHF | 157'223 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 156'818 CHF | 159'818 CHF | 100.00% | 100.00% |
11.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 153'120 CHF | 156'120 CHF | 100.00% | 100.00% |
08.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 149'435 CHF | 152'435 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 139'288 CHF | 142'288 CHF | 100.00% | 100.00% |