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 | 2.28% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'348 CHF | 44'450 CHF | 99.38% | 99.38% |
19.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'258 CHF | 44'419 CHF | 99.37% | 99.37% |
18.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'434 CHF | 45'145 CHF | 99.22% | 99.22% |
15.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'565 CHF | 49'855 CHF | 99.37% | 99.37% |
14.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'822 CHF | 50'941 CHF | 99.38% | 99.38% |
13.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'081 CHF | 50'360 CHF | 99.37% | 99.37% |
12.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'850 CHF | 52'617 CHF | 99.37% | 99.37% |
11.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'027 CHF | 56'676 CHF | 99.37% | 99.37% |
08.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'398 CHF | 55'466 CHF | 99.36% | 99.36% |
07.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'098 CHF | 57'033 CHF | 99.28% | 99.28% |