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 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'363 CHF | 71'788 CHF | 88.75% | 88.75% |
19.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'783 CHF | 68'928 CHF | 94.93% | 94.93% |
18.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'456 CHF | 73'152 CHF | 94.44% | 94.44% |
15.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'960 CHF | 72'987 CHF | 93.42% | 93.42% |
14.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'791 CHF | 69'930 CHF | 97.41% | 97.41% |
13.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'854 CHF | 71'951 CHF | 98.69% | 98.69% |
12.11.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'765 CHF | 71'589 CHF | 95.24% | 95.24% |
11.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'295 CHF | 79'432 CHF | 95.41% | 95.41% |
08.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'239 CHF | 75'746 CHF | 96.59% | 96.59% |
07.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'737 CHF | 79'912 CHF | 97.55% | 97.55% |