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 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'464 CHF | 52'488 CHF | 99.37% | 99.37% |
19.11.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'301 CHF | 54'100 CHF | 99.38% | 99.38% |
18.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'413 CHF | 54'138 CHF | 97.05% | 97.05% |
15.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'753 CHF | 51'251 CHF | 99.38% | 99.38% |
14.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'776 CHF | 53'259 CHF | 99.37% | 99.37% |
13.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'240 CHF | 52'080 CHF | 97.00% | 97.00% |
12.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'818 CHF | 55'940 CHF | 96.93% | 96.93% |
11.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'103 CHF | 57'368 CHF | 98.25% | 98.25% |
08.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'762 CHF | 58'921 CHF | 99.27% | 99.27% |
07.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'694 CHF | 61'231 CHF | 98.69% | 98.69% |