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 | 2.82% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 321'954 | 107'318 | 111'991 CHF | 38'404 CHF | 99.27% | 99.27% |
19.11.2024 | 3.57% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 434'763 | 144'921 | 119'363 CHF | 41'237 CHF | 88.73% | 88.73% |
18.11.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'762 CHF | 39'754 CHF | 97.53% | 97.53% |
15.11.2024 | 3.59% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 123'633 CHF | 42'711 CHF | 96.37% | 96.37% |
14.11.2024 | 2.54% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'187 CHF | 40'062 CHF | 99.22% | 99.22% |
13.11.2024 | 2.18% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'659 CHF | 46'553 CHF | 99.19% | 99.19% |
12.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'716 CHF | 44'572 CHF | 99.26% | 99.26% |
11.11.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'596 CHF | 41'199 CHF | 98.02% | 98.02% |
08.11.2024 | 2.28% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 299'837 | 100'000 | 130'089 CHF | 44'386 CHF | 99.22% | 99.22% |
07.11.2024 | 2.57% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 367'646 | 122'549 | 140'677 CHF | 48'118 CHF | 98.66% | 98.66% |