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 | 1.96% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 252'026 CHF | 51'405 CHF | 99.27% | 99.27% |
19.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 280'087 CHF | 57'017 CHF | 99.27% | 99.27% |
18.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 247'478 CHF | 50'496 CHF | 99.27% | 99.27% |
15.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 230'575 CHF | 47'115 CHF | 99.27% | 99.27% |
14.11.2024 | 2.07% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 239'265 CHF | 48'853 CHF | 99.27% | 99.27% |
13.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 276'201 CHF | 56'240 CHF | 99.27% | 99.27% |
12.11.2024 | 2.33% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 212'631 CHF | 43'526 CHF | 99.25% | 99.25% |
11.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 199'764 CHF | 40'953 CHF | 99.27% | 99.27% |
08.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 228'885 CHF | 46'777 CHF | 99.25% | 99.25% |
07.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 240'049 CHF | 49'010 CHF | 1.12% | 1.12% |