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 | 1.99% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'622 CHF | 50'874 CHF | 97.83% | 97.83% |
19.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'034 CHF | 48'012 CHF | 94.32% | 94.32% |
18.11.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'259 CHF | 44'753 CHF | 94.37% | 94.37% |
15.11.2024 | 2.22% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'140 CHF | 45'713 CHF | 96.44% | 96.44% |
14.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'806 CHF | 46'269 CHF | 97.73% | 97.73% |
13.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'955 CHF | 44'985 CHF | 94.88% | 94.88% |
12.11.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'088 CHF | 41'029 CHF | 96.31% | 96.31% |
11.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'119 CHF | 39'373 CHF | 97.81% | 97.81% |
08.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'828 CHF | 35'276 CHF | 92.35% | 92.35% |
07.11.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'359 CHF | 33'453 CHF | 98.22% | 98.22% |