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 | 2.58% | 0.37 CHF | 0.38 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 115'002 CHF | 29'500 CHF | 99.17% | 99.17% |
19.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 113'859 CHF | 29'215 CHF | 99.16% | 99.16% |
18.11.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 115'258 CHF | 29'564 CHF | 99.23% | 99.23% |
15.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 128'031 CHF | 32'758 CHF | 99.17% | 99.17% |
14.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 134'980 CHF | 34'495 CHF | 99.16% | 99.16% |
13.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 138'443 CHF | 35'361 CHF | 99.16% | 99.16% |
12.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 155'184 CHF | 39'546 CHF | 99.16% | 99.16% |
11.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 166'399 CHF | 42'350 CHF | 99.17% | 99.17% |
08.11.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 164'970 CHF | 41'993 CHF | 99.17% | 99.17% |
07.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 182'339 CHF | 46'335 CHF | 98.26% | 98.26% |