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 | 1.70% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'884 CHF | 59'295 CHF | 99.41% | 99.41% |
19.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'911 CHF | 53'971 CHF | 99.41% | 99.41% |
18.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'277 CHF | 63'759 CHF | 97.64% | 97.64% |
15.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'870 CHF | 65'957 CHF | 99.41% | 99.41% |
14.11.2024 | 1.70% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'640 CHF | 59'547 CHF | 99.41% | 99.41% |
13.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'412 CHF | 52'471 CHF | 96.93% | 96.93% |
12.11.2024 | 1.67% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'977 CHF | 60'659 CHF | 96.95% | 96.95% |
11.11.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'146 CHF | 80'049 CHF | 99.38% | 99.38% |
08.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'457 CHF | 78'819 CHF | 96.66% | 96.66% |
07.11.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'132 CHF | 92'711 CHF | 98.70% | 98.70% |