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 | 2.15% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'056 CHF | 47'019 CHF | 99.43% | 99.43% |
20.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'330 CHF | 52'443 CHF | 99.00% | 99.00% |
19.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'212 CHF | 52'404 CHF | 99.44% | 99.44% |
18.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'459 CHF | 54'820 CHF | 97.58% | 97.58% |
15.11.2024 | 1.73% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'031 CHF | 58'344 CHF | 99.44% | 99.44% |
14.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'643 CHF | 59'214 CHF | 99.09% | 99.09% |
13.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'224 CHF | 60'408 CHF | 96.57% | 96.57% |
12.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'890 CHF | 59'963 CHF | 96.37% | 96.37% |
11.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'709 CHF | 57'237 CHF | 98.66% | 98.66% |
08.11.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'941 CHF | 63'314 CHF | 90.62% | 90.62% |