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 | 1.45% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'978 CHF | 69'326 CHF | 99.73% | 99.73% |
19.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 315'333 | 105'111 | 202'816 CHF | 68'656 CHF | 96.97% | 96.97% |
18.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'120 CHF | 68'374 CHF | 96.14% | 96.14% |
15.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'215 CHF | 64'405 CHF | 96.38% | 96.38% |
14.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 324'157 | 108'052 | 191'446 CHF | 64'896 CHF | 99.32% | 99.32% |
13.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 449'727 | 149'909 | 250'568 CHF | 85'022 CHF | 98.95% | 98.95% |
12.11.2024 | 1.64% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 319'602 | 106'534 | 192'627 CHF | 65'274 CHF | 99.38% | 99.38% |
11.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'178 CHF | 70'726 CHF | 99.27% | 99.27% |
08.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'509 CHF | 67'503 CHF | 99.36% | 99.36% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'958 CHF | 70'986 CHF | 98.68% | 98.68% |