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 | 3.19% | 0.40 CHF | 0.41 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 120'283 CHF | 62'091 CHF | 99.36% | 99.36% |
19.11.2024 | 3.63% | 0.36 CHF | 0.37 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 105'436 CHF | 54'668 CHF | 99.38% | 99.38% |
18.11.2024 | 3.42% | 0.38 CHF | 0.39 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 112'101 CHF | 58'001 CHF | 99.23% | 99.23% |
15.11.2024 | 3.42% | 0.37 CHF | 0.38 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 112'233 CHF | 58'067 CHF | 99.37% | 99.37% |
14.11.2024 | 3.11% | 0.41 CHF | 0.43 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 123'589 CHF | 63'744 CHF | 99.37% | 99.37% |
13.11.2024 | 3.03% | 0.42 CHF | 0.43 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 126'921 CHF | 65'410 CHF | 99.36% | 99.36% |
12.11.2024 | 2.78% | 0.44 CHF | 0.46 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 138'305 CHF | 71'103 CHF | 99.37% | 99.37% |
11.11.2024 | 2.53% | 0.49 CHF | 0.50 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 152'391 CHF | 78'146 CHF | 99.37% | 99.37% |
08.11.2024 | 2.46% | 0.51 CHF | 0.52 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 156'684 CHF | 80'292 CHF | 99.25% | 99.25% |
07.11.2024 | 2.40% | 0.53 CHF | 0.54 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 160'793 CHF | 82'347 CHF | 99.29% | 99.29% |