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 | 2.80% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 105'655 CHF | 108'655 CHF | 100.00% | 100.00% |
19.11.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 113'212 CHF | 116'212 CHF | 100.00% | 100.00% |
18.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 101'625 CHF | 104'625 CHF | 100.00% | 100.00% |
15.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 99'204 CHF | 102'204 CHF | 98.67% | 98.67% |
14.11.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 299'990 | 299'996 | 97'289 CHF | 100'291 CHF | 99.79% | 99.79% |
13.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 116'131 CHF | 119'131 CHF | 99.95% | 99.95% |
12.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 120'021 CHF | 123'021 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 127'620 CHF | 130'620 CHF | 100.00% | 100.00% |
08.11.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 150'781 CHF | 153'781 CHF | 100.00% | 100.00% |
07.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 143'301 CHF | 146'301 CHF | 100.00% | 100.00% |