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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 155'917 CHF | 158'917 CHF | 99.68% | 99.68% |
26.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 152'014 CHF | 155'014 CHF | 99.79% | 99.79% |
25.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 299'775 | 299'775 | 150'069 CHF | 153'069 CHF | 99.92% | 99.92% |
22.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'398 CHF | 166'398 CHF | 99.39% | 99.39% |
20.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 147'407 CHF | 150'407 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 150'207 CHF | 153'207 CHF | 99.66% | 99.66% |
18.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 141'684 CHF | 144'684 CHF | 100.00% | 100.00% |
15.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 137'174 CHF | 140'174 CHF | 100.00% | 100.00% |
14.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 141'891 CHF | 144'891 CHF | 99.79% | 99.79% |
13.11.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 140'808 CHF | 143'808 CHF | 100.00% | 100.00% |