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 | 3.17% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 155'516 CHF | 32'103 CHF | 99.27% | 99.27% |
19.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 133'763 CHF | 27'753 CHF | 99.27% | 99.27% |
18.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 133'143 CHF | 27'629 CHF | 99.27% | 99.27% |
15.11.2024 | 3.40% | 0.26 CHF | 0.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 144'703 CHF | 29'941 CHF | 99.27% | 99.27% |
14.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 162'222 CHF | 33'444 CHF | 99.27% | 99.27% |
13.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 174'910 CHF | 35'982 CHF | 99.27% | 99.27% |
12.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 196'488 CHF | 40'298 CHF | 99.25% | 99.25% |
11.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 164'397 CHF | 33'880 CHF | 99.27% | 99.27% |
08.11.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 149'249 CHF | 30'850 CHF | 99.25% | 99.25% |
07.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 165'000 CHF | 34'000 CHF | 1.12% | 1.12% |