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 | 2.07% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'973 CHF | 48'991 CHF | 99.43% | 99.43% |
20.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'157 CHF | 54'386 CHF | 99.00% | 99.00% |
19.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'930 CHF | 54'310 CHF | 99.44% | 99.44% |
18.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'327 CHF | 56'776 CHF | 97.63% | 97.63% |
15.11.2024 | 1.67% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'785 CHF | 60'262 CHF | 99.44% | 99.44% |
14.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'453 CHF | 61'151 CHF | 99.09% | 99.09% |
13.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'021 CHF | 62'341 CHF | 96.57% | 96.57% |
12.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'800 CHF | 61'933 CHF | 96.39% | 96.39% |
11.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'494 CHF | 59'165 CHF | 98.66% | 98.66% |
08.11.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'565 CHF | 65'188 CHF | 90.61% | 90.61% |