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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 299'876 | 299'876 | 128'675 CHF | 131'675 CHF | 100.00% | 100.00% |
22.11.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 123'194 CHF | 126'194 CHF | 99.83% | 99.83% |
20.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 141'655 CHF | 144'655 CHF | 100.00% | 100.00% |
19.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 299'988 | 300'000 | 149'206 CHF | 152'212 CHF | 100.00% | 100.00% |
18.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 137'625 CHF | 140'625 CHF | 100.00% | 100.00% |
15.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 135'204 CHF | 138'204 CHF | 98.67% | 98.67% |
14.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 300'000 | 299'951 | 133'292 CHF | 136'270 CHF | 99.79% | 99.79% |
13.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 152'131 CHF | 155'131 CHF | 99.95% | 99.95% |
12.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 156'323 CHF | 159'323 CHF | 100.00% | 100.00% |
11.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'993 CHF | 166'993 CHF | 100.00% | 100.00% |