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 | 1.53% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'255 CHF | 66'085 CHF | 99.43% | 99.43% |
20.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'493 CHF | 60'164 CHF | 99.00% | 99.00% |
19.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'642 CHF | 59'881 CHF | 99.44% | 99.44% |
18.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'300 CHF | 58'100 CHF | 97.59% | 97.59% |
15.11.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'372 CHF | 54'791 CHF | 99.44% | 99.44% |
14.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'432 CHF | 54'144 CHF | 99.09% | 99.09% |
13.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'640 CHF | 52'213 CHF | 96.57% | 96.57% |
12.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'509 CHF | 52'503 CHF | 96.30% | 96.30% |
11.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'775 CHF | 54'925 CHF | 98.65% | 98.65% |
08.11.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'963 CHF | 48'321 CHF | 90.63% | 90.63% |