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 | 1.39% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'975 CHF | 72'658 CHF | 99.38% | 99.38% |
19.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'568 CHF | 69'856 CHF | 99.38% | 99.38% |
18.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'520 CHF | 61'840 CHF | 97.61% | 97.61% |
15.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'548 CHF | 59'516 CHF | 99.38% | 99.38% |
14.11.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'805 CHF | 54'935 CHF | 99.37% | 99.37% |
13.11.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'409 CHF | 63'136 CHF | 96.86% | 96.86% |
12.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'468 CHF | 62'823 CHF | 96.93% | 96.93% |
11.11.2024 | 1.31% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'235 CHF | 77'412 CHF | 99.35% | 99.35% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'695 CHF | 82'232 CHF | 99.27% | 99.27% |
07.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'018 CHF | 84'006 CHF | 98.69% | 98.69% |