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 | 2.12% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'311 CHF | 47'770 CHF | 99.16% | 99.16% |
19.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'799 CHF | 45'600 CHF | 99.17% | 99.17% |
18.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'529 CHF | 50'510 CHF | 99.22% | 99.22% |
15.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'194 CHF | 50'398 CHF | 99.17% | 99.17% |
14.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'758 CHF | 47'586 CHF | 99.16% | 99.16% |
13.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'224 CHF | 46'075 CHF | 99.16% | 99.16% |
12.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'758 CHF | 45'586 CHF | 99.17% | 99.17% |
11.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'649 CHF | 55'216 CHF | 99.16% | 99.16% |
08.11.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'485 CHF | 49'495 CHF | 99.17% | 99.17% |
07.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'774 CHF | 48'925 CHF | 98.18% | 98.18% |