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 | 3.08% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'528 CHF | 43'143 CHF | 98.68% | 98.68% |
19.11.2024 | 2.86% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'746 CHF | 46'215 CHF | 99.38% | 99.38% |
18.11.2024 | 2.69% | 0.48 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'779 CHF | 48'893 CHF | 99.26% | 99.26% |
15.11.2024 | 2.78% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'492 CHF | 47'464 CHF | 99.38% | 99.38% |
14.11.2024 | 2.78% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'464 CHF | 47'455 CHF | 99.37% | 99.37% |
13.11.2024 | 2.94% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'659 CHF | 44'853 CHF | 99.37% | 99.37% |
12.11.2024 | 2.77% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'109 CHF | 47'670 CHF | 99.38% | 99.38% |
11.11.2024 | 2.75% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'022 CHF | 47'974 CHF | 99.38% | 99.38% |
08.11.2024 | 2.98% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'963 CHF | 44'288 CHF | 99.37% | 99.37% |
07.11.2024 | 2.67% | 0.46 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'110 CHF | 49'337 CHF | 98.38% | 98.38% |