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 | 2.57% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'299 CHF | 39'767 CHF | 98.68% | 98.68% |
19.11.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'509 CHF | 42'503 CHF | 99.37% | 99.37% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'343 CHF | 45'448 CHF | 99.26% | 99.26% |
15.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'451 CHF | 43'817 CHF | 99.38% | 99.38% |
14.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'202 CHF | 44'067 CHF | 99.38% | 99.38% |
13.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'484 CHF | 41'161 CHF | 99.37% | 99.37% |
12.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'223 CHF | 44'074 CHF | 99.38% | 99.38% |
11.11.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'372 CHF | 44'791 CHF | 99.38% | 99.38% |
08.11.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'634 CHF | 40'545 CHF | 99.37% | 99.37% |
07.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'128 CHF | 46'376 CHF | 98.37% | 98.37% |