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 | 1.38% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'348 CHF | 72'783 CHF | 98.36% | 98.36% |
19.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'350 CHF | 75'117 CHF | 97.52% | 97.52% |
18.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'972 CHF | 70'991 CHF | 96.13% | 96.13% |
15.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'232 CHF | 70'077 CHF | 98.90% | 98.90% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'678 CHF | 74'560 CHF | 96.88% | 96.88% |
13.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'714 CHF | 73'905 CHF | 94.48% | 94.48% |
12.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'670 CHF | 71'557 CHF | 94.60% | 94.60% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'065 CHF | 71'355 CHF | 96.47% | 96.47% |
08.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'835 CHF | 71'612 CHF | 92.04% | 92.04% |
07.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'719 CHF | 73'240 CHF | 97.59% | 97.59% |