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 | 2.22% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'137 CHF | 45'712 CHF | 99.43% | 99.43% |
20.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'210 CHF | 51'070 CHF | 99.00% | 99.00% |
19.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'194 CHF | 51'065 CHF | 99.44% | 99.44% |
18.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'797 CHF | 53'266 CHF | 97.61% | 97.61% |
15.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'255 CHF | 57'085 CHF | 99.44% | 99.44% |
14.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'193 CHF | 57'731 CHF | 99.09% | 99.09% |
13.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'844 CHF | 58'948 CHF | 96.67% | 96.67% |
12.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'662 CHF | 58'554 CHF | 96.37% | 96.37% |
11.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'171 CHF | 56'057 CHF | 98.66% | 98.66% |
08.11.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'786 CHF | 61'929 CHF | 90.62% | 90.62% |