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 | 1.31% | 0.74 CHF | 0.75 CHF | 300'000 | 60'000 | 298'612 | 60'000 | 227'098 CHF | 46'235 CHF | 99.17% | 99.17% |
19.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 60'000 | 292'618 | 60'000 | 212'843 CHF | 44'298 CHF | 99.16% | 99.16% |
18.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300'000 | 60'000 | 283'847 | 60'000 | 221'957 CHF | 47'622 CHF | 99.22% | 99.22% |
15.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300'000 | 60'000 | 282'888 | 60'000 | 221'820 CHF | 47'699 CHF | 99.16% | 99.16% |
14.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 60'000 | 299'995 | 60'000 | 225'418 CHF | 45'684 CHF | 99.15% | 99.15% |
13.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 219'861 CHF | 44'572 CHF | 99.16% | 99.16% |
12.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 218'913 CHF | 44'383 CHF | 99.16% | 99.16% |
11.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 300'000 | 60'000 | 241'356 | 60'000 | 202'130 CHF | 50'923 CHF | 99.16% | 99.16% |
08.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 232'076 CHF | 47'015 CHF | 99.17% | 99.17% |
07.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 229'825 CHF | 46'565 CHF | 98.19% | 98.19% |