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 | 2.66% | 0.48 CHF | 0.49 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 144'857 CHF | 74'379 CHF | 99.36% | 99.36% |
19.11.2024 | 2.93% | 0.44 CHF | 0.46 CHF | 300'000 | 150'000 | 307'517 | 150'000 | 134'301 CHF | 67'539 CHF | 99.38% | 99.38% |
18.11.2024 | 2.81% | 0.46 CHF | 0.47 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 136'638 CHF | 70'269 CHF | 99.23% | 99.23% |
15.11.2024 | 2.80% | 0.45 CHF | 0.47 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 137'389 CHF | 70'645 CHF | 99.37% | 99.37% |
14.11.2024 | 2.61% | 0.49 CHF | 0.50 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 147'477 CHF | 75'688 CHF | 99.37% | 99.37% |
13.11.2024 | 2.56% | 0.50 CHF | 0.51 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 150'557 CHF | 77'228 CHF | 99.36% | 99.36% |
12.11.2024 | 2.39% | 0.52 CHF | 0.53 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 161'092 CHF | 82'496 CHF | 99.37% | 99.37% |
11.11.2024 | 2.22% | 0.56 CHF | 0.57 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 173'885 CHF | 88'892 CHF | 99.37% | 99.37% |
08.11.2024 | 2.19% | 0.57 CHF | 0.59 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 176'323 CHF | 90'112 CHF | 99.25% | 99.25% |
07.11.2024 | 2.13% | 0.59 CHF | 0.61 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 180'899 CHF | 92'400 CHF | 99.29% | 99.29% |