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 | 1.51% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'081 CHF | 67'027 CHF | 99.26% | 99.26% |
19.11.2024 | 1.76% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'062 CHF | 57'354 CHF | 88.71% | 88.71% |
18.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'115 CHF | 54'372 CHF | 97.49% | 97.49% |
15.11.2024 | 1.77% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'404 CHF | 57'135 CHF | 96.47% | 96.47% |
14.11.2024 | 1.41% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 277'952 | 92'651 | 195'398 CHF | 66'059 CHF | 99.23% | 99.23% |
13.11.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 262'920 | 87'640 | 203'468 CHF | 68'699 CHF | 99.26% | 99.26% |
12.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 278'525 | 92'842 | 209'306 CHF | 70'697 CHF | 99.27% | 99.27% |
11.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 282'953 | 94'318 | 201'889 CHF | 68'240 CHF | 98.02% | 98.02% |
08.11.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 284'339 | 94'780 | 211'422 CHF | 71'422 CHF | 99.19% | 99.19% |
07.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'996 CHF | 68'999 CHF | 98.60% | 98.60% |