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 | 1.89% | 0.52 CHF | 0.53 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 209'958 CHF | 13'372 CHF | 99.36% | 99.36% |
19.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 237'536 CHF | 15'096 CHF | 99.37% | 99.37% |
18.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 267'330 CHF | 16'958 CHF | 99.23% | 99.23% |
15.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 274'027 CHF | 17'377 CHF | 99.37% | 99.37% |
14.11.2024 | 1.09% | 0.84 CHF | 0.85 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 368'044 CHF | 23'253 CHF | 99.37% | 99.37% |
13.11.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 396'014 CHF | 25'001 CHF | 98.32% | 98.32% |
12.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 471'694 CHF | 29'731 CHF | 99.37% | 99.37% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 474'834 CHF | 29'927 CHF | 99.37% | 99.37% |
08.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 439'127 CHF | 27'696 CHF | 99.37% | 99.37% |
07.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 439'376 CHF | 27'711 CHF | 99.29% | 99.29% |