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 | 1.58% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'255 CHF | 63'752 CHF | 99.37% | 99.37% |
19.11.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'041 CHF | 65'680 CHF | 99.38% | 99.38% |
18.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'767 CHF | 65'589 CHF | 97.52% | 97.52% |
15.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'897 CHF | 62'966 CHF | 99.38% | 99.38% |
14.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'723 CHF | 64'908 CHF | 99.37% | 99.37% |
13.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'088 CHF | 63'696 CHF | 96.87% | 96.87% |
12.11.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'498 CHF | 67'499 CHF | 96.83% | 96.83% |
11.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'895 CHF | 68'632 CHF | 98.25% | 98.25% |
08.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'236 CHF | 70'079 CHF | 99.27% | 99.27% |
07.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'191 CHF | 72'730 CHF | 98.71% | 98.71% |