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 | 5.73% | 0.18 CHF | 0.19 CHF | 300'000 | 50'000 | 330'945 | 50'000 | 55'890 CHF | 9'003 CHF | 99.17% | 99.17% |
19.11.2024 | 5.29% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 299'988 | 50'000 | 55'336 CHF | 9'723 CHF | 99.17% | 99.17% |
18.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 63'640 CHF | 11'107 CHF | 99.23% | 99.23% |
15.11.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 68'900 CHF | 11'983 CHF | 99.17% | 99.17% |
14.11.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 63'104 CHF | 11'017 CHF | 99.16% | 99.16% |
13.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 66'054 CHF | 11'509 CHF | 99.16% | 99.16% |
12.11.2024 | 4.29% | 0.20 CHF | 0.21 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 68'605 CHF | 11'934 CHF | 99.16% | 99.16% |
11.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 300'000 | 50'000 | 300'000 | 49'989 | 86'056 CHF | 14'839 CHF | 99.17% | 99.17% |
08.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 84'199 CHF | 14'533 CHF | 99.17% | 99.17% |
07.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 300'000 | 50'000 | 298'484 | 50'000 | 103'049 CHF | 17'768 CHF | 98.26% | 98.26% |