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 | 3.19% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'613 CHF | 31'871 CHF | 99.37% | 99.37% |
19.11.2024 | 3.01% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'327 CHF | 33'776 CHF | 99.38% | 99.38% |
18.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'004 CHF | 33'668 CHF | 97.17% | 97.17% |
15.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 89'971 CHF | 30'990 CHF | 99.38% | 99.38% |
14.11.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'746 CHF | 32'915 CHF | 99.37% | 99.37% |
13.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'477 CHF | 31'826 CHF | 96.89% | 96.89% |
12.11.2024 | 2.85% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'813 CHF | 35'604 CHF | 96.79% | 96.79% |
11.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 108'537 CHF | 37'179 CHF | 98.25% | 98.25% |
08.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'720 CHF | 38'907 CHF | 99.27% | 99.27% |
07.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'480 CHF | 41'160 CHF | 98.69% | 98.69% |