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 | 1.86% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'974 CHF | 54'325 CHF | 99.43% | 99.43% |
20.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'341 CHF | 59'780 CHF | 99.00% | 99.00% |
19.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'896 CHF | 59'965 CHF | 99.44% | 99.44% |
18.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'250 CHF | 62'083 CHF | 97.69% | 97.69% |
15.11.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'937 CHF | 65'979 CHF | 99.44% | 99.44% |
14.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'650 CHF | 66'550 CHF | 99.09% | 99.09% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'343 CHF | 67'781 CHF | 96.57% | 96.57% |
12.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'835 CHF | 67'278 CHF | 96.43% | 96.43% |
11.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'409 CHF | 64'803 CHF | 98.66% | 98.66% |
08.11.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'896 CHF | 70'632 CHF | 90.61% | 90.61% |