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 | 2.64% | 0.34 CHF | 0.35 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 112'541 CHF | 19'257 CHF | 99.17% | 99.17% |
19.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 102'894 CHF | 17'649 CHF | 99.16% | 99.16% |
18.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 115'606 CHF | 19'768 CHF | 99.23% | 99.23% |
15.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 138'464 CHF | 23'577 CHF | 99.17% | 99.17% |
14.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 161'228 CHF | 27'371 CHF | 99.15% | 99.15% |
13.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 163'381 CHF | 27'730 CHF | 99.16% | 99.16% |
12.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 162'130 CHF | 27'522 CHF | 99.16% | 99.16% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 176'970 CHF | 29'995 CHF | 99.16% | 99.16% |
08.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 162'753 CHF | 27'625 CHF | 99.16% | 99.16% |
07.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 162'843 CHF | 27'641 CHF | 98.26% | 98.26% |