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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'561 CHF | 91'520 CHF | 99.43% | 99.43% |
20.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'338 CHF | 85'446 CHF | 99.00% | 99.00% |
19.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 251'976 CHF | 84'992 CHF | 99.44% | 99.44% |
18.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'321 CHF | 83'440 CHF | 97.69% | 97.69% |
15.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'975 CHF | 79'992 CHF | 99.44% | 99.44% |
14.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'753 CHF | 79'585 CHF | 99.09% | 99.09% |
13.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'296 CHF | 77'432 CHF | 96.57% | 96.57% |
12.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'452 CHF | 77'817 CHF | 96.33% | 96.33% |
11.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'892 CHF | 79'964 CHF | 98.66% | 98.66% |
08.11.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'468 CHF | 73'156 CHF | 90.63% | 90.63% |