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 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'954 CHF | 73'651 CHF | 99.37% | 99.37% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 379'488 | 126'496 | 232'435 CHF | 78'743 CHF | 99.37% | 99.37% |
18.11.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'217 | 100'072 | 201'145 CHF | 68'049 CHF | 99.38% | 99.38% |
15.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'163 CHF | 69'054 CHF | 99.36% | 99.36% |
14.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 323'391 | 107'797 | 203'976 CHF | 69'070 CHF | 99.38% | 99.38% |
13.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'466 CHF | 79'989 CHF | 99.38% | 99.38% |
12.11.2024 | 1.68% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 375'963 | 125'321 | 221'776 CHF | 75'179 CHF | 99.16% | 99.16% |
11.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 375'112 | 125'037 | 234'317 CHF | 79'356 CHF | 99.38% | 99.38% |
08.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'993 CHF | 90'498 CHF | 99.37% | 99.37% |
07.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 407'309 | 135'770 | 256'964 CHF | 87'013 CHF | 98.58% | 98.58% |