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 | 2.98% | 0.30 CHF | 0.31 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 99'479 CHF | 17'080 CHF | 99.16% | 99.16% |
19.11.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 300'000 | 50'000 | 300'354 | 50'000 | 91'834 CHF | 15'789 CHF | 99.17% | 99.17% |
18.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 93'159 CHF | 16'027 CHF | 99.23% | 99.23% |
15.11.2024 | 2.81% | 0.33 CHF | 0.34 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 105'426 CHF | 18'071 CHF | 99.17% | 99.17% |
14.11.2024 | 2.67% | 0.41 CHF | 0.42 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 111'063 CHF | 19'011 CHF | 99.15% | 99.15% |
13.11.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 300'000 | 50'000 | 403'014 | 50'000 | 123'711 CHF | 16'008 CHF | 99.16% | 99.16% |
12.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 109'118 CHF | 18'686 CHF | 99.16% | 99.16% |
11.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 136'696 CHF | 23'283 CHF | 99.16% | 99.16% |
08.11.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 128'513 CHF | 21'919 CHF | 99.16% | 99.16% |
07.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 152'336 CHF | 25'889 CHF | 98.18% | 98.18% |