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 | 1.93% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'428 CHF | 52'476 CHF | 99.25% | 99.25% |
19.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'770 CHF | 49'257 CHF | 96.68% | 96.68% |
18.11.2024 | 1.53% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 299'993 | 100'000 | 200'312 CHF | 67'773 CHF | 97.63% | 97.63% |
15.11.2024 | 1.42% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 99'991 | 210'246 CHF | 71'075 CHF | 96.48% | 96.48% |
14.11.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'442 CHF | 67'814 CHF | 99.35% | 99.35% |
13.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 299'935 | 99'933 | 200'113 CHF | 67'674 CHF | 99.37% | 99.37% |
12.11.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'555 CHF | 69'185 CHF | 99.36% | 99.36% |
11.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 299'934 | 99'929 | 220'246 CHF | 74'380 CHF | 99.34% | 99.34% |
08.11.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'310 CHF | 81'437 CHF | 99.33% | 99.33% |
07.11.2024 | 1.00% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 299'597 | 99'866 | 299'272 CHF | 100'756 CHF | 98.48% | 98.48% |