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 | 1.33% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'594 CHF | 75'865 CHF | 99.38% | 99.38% |
19.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'013 CHF | 70'338 CHF | 99.37% | 99.37% |
18.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'692 CHF | 71'564 CHF | 99.25% | 99.25% |
15.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'324 CHF | 74'775 CHF | 99.38% | 99.38% |
14.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'825 CHF | 73'942 CHF | 99.36% | 99.36% |
13.11.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'645 CHF | 72'549 CHF | 99.37% | 99.37% |
12.11.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'949 CHF | 75'316 CHF | 99.38% | 99.38% |
11.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'826 CHF | 80'609 CHF | 99.37% | 99.37% |
08.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'641 CHF | 79'880 CHF | 99.37% | 99.37% |
07.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'742 CHF | 76'914 CHF | 98.36% | 98.36% |