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 | 2.33% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 212'341 CHF | 217'341 CHF | 99.54% | 99.54% |
19.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 213'795 CHF | 218'795 CHF | 99.56% | 99.56% |
18.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 255'912 CHF | 260'912 CHF | 99.58% | 99.58% |
15.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 240'816 CHF | 245'816 CHF | 98.92% | 98.92% |
14.11.2024 | 2.51% | 0.44 CHF | 0.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 198'112 CHF | 203'112 CHF | 98.73% | 98.73% |
13.11.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 163'165 CHF | 168'165 CHF | 96.69% | 96.69% |
12.11.2024 | 2.18% | 0.38 CHF | 0.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 228'355 CHF | 233'355 CHF | 99.56% | 99.56% |
11.11.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 220'343 CHF | 225'343 CHF | 99.57% | 99.57% |
08.11.2024 | 2.29% | 0.40 CHF | 0.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 216'639 CHF | 221'639 CHF | 99.52% | 99.52% |
07.11.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 269'411 CHF | 274'411 CHF | 99.24% | 99.24% |