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 | 1.46% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'083 CHF | 69'028 CHF | 99.44% | 99.44% |
19.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'521 CHF | 71'174 CHF | 99.44% | 99.44% |
18.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'937 CHF | 70'979 CHF | 97.38% | 97.38% |
15.11.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'005 CHF | 64'335 CHF | 99.45% | 99.45% |
14.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'430 CHF | 55'143 CHF | 99.44% | 99.44% |
13.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'905 CHF | 58'635 CHF | 96.92% | 96.92% |
12.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'559 CHF | 58'520 CHF | 96.89% | 96.89% |
11.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'072 CHF | 54'357 CHF | 99.44% | 99.44% |
08.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'814 CHF | 50'605 CHF | 99.28% | 99.28% |
07.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'989 CHF | 50'996 CHF | 98.69% | 98.69% |