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 | 1.82% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'109 CHF | 166'109 CHF | 99.49% | 99.49% |
19.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'974 CHF | 166'974 CHF | 99.36% | 99.36% |
18.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 63'833 CHF | 65'083 CHF | 99.27% | 99.27% |
15.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 65'879 CHF | 67'129 CHF | 98.34% | 98.34% |
14.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 61'505 CHF | 62'755 CHF | 99.48% | 99.48% |
13.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 63'265 CHF | 64'515 CHF | 99.23% | 99.23% |
12.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 63'031 CHF | 64'281 CHF | 99.16% | 99.16% |
11.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 67'408 CHF | 68'658 CHF | 98.90% | 98.90% |
08.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 73'328 CHF | 74'578 CHF | 99.47% | 99.47% |
07.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 72'936 CHF | 74'186 CHF | 99.35% | 99.35% |