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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'519 CHF | 80'506 CHF | 99.43% | 99.43% |
20.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'441 CHF | 74'480 CHF | 99.00% | 99.00% |
19.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'115 CHF | 74'039 CHF | 99.44% | 99.44% |
18.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'424 CHF | 72'475 CHF | 97.60% | 97.60% |
15.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'031 CHF | 69'011 CHF | 99.44% | 99.44% |
14.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'780 CHF | 68'593 CHF | 99.09% | 99.09% |
13.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'470 CHF | 66'490 CHF | 96.72% | 96.72% |
12.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'819 CHF | 66'940 CHF | 96.46% | 96.46% |
11.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'986 CHF | 68'995 CHF | 98.65% | 98.65% |
08.11.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'506 CHF | 62'502 CHF | 90.62% | 90.62% |