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 | 2.16% | 0.41 CHF | 0.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 68'851 CHF | 23'450 CHF | 99.44% | 99.44% |
19.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 150'000 | 50'000 | 240'067 | 80'009 | 99'051 CHF | 33'812 CHF | 99.44% | 99.44% |
18.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 127'314 CHF | 43'438 CHF | 96.94% | 96.94% |
15.11.2024 | 1.80% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'401 CHF | 57'134 CHF | 99.45% | 99.45% |
14.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'669 CHF | 75'890 CHF | 99.44% | 99.44% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'843 CHF | 67'615 CHF | 96.97% | 96.97% |
12.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'237 CHF | 67'746 CHF | 96.91% | 96.91% |
11.11.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'345 CHF | 75'782 CHF | 99.44% | 99.44% |
08.11.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'297 CHF | 82'099 CHF | 99.28% | 99.28% |
07.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'009 CHF | 84'003 CHF | 98.69% | 98.69% |