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 | 2.35% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'500 CHF | 43'167 CHF | 98.86% | 98.86% |
19.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'154 CHF | 43'051 CHF | 90.63% | 90.63% |
18.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'921 CHF | 46'640 CHF | 95.04% | 95.04% |
15.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'182 CHF | 46'394 CHF | 98.36% | 98.36% |
14.11.2024 | 2.51% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'725 CHF | 40'575 CHF | 98.89% | 98.89% |
13.11.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'277 CHF | 38'093 CHF | 96.36% | 96.36% |
12.11.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'687 CHF | 46'229 CHF | 96.15% | 96.15% |
11.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'742 CHF | 49'247 CHF | 98.72% | 98.72% |
08.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'821 CHF | 47'607 CHF | 98.84% | 98.84% |
07.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'192 CHF | 46'731 CHF | 98.17% | 98.17% |