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 | 2.55% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'189 | 100'063 | 116'209 CHF | 39'737 CHF | 99.17% | 99.17% |
19.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'258 CHF | 40'086 CHF | 99.16% | 99.16% |
18.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'400 CHF | 41'800 CHF | 99.23% | 99.23% |
15.11.2024 | 2.02% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'205 CHF | 50'068 CHF | 99.17% | 99.17% |
14.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'990 CHF | 59'330 CHF | 99.16% | 99.16% |
13.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 181'689 CHF | 61'563 CHF | 99.16% | 99.16% |
12.11.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'275 CHF | 69'758 CHF | 99.16% | 99.16% |
11.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 291'903 | 97'301 | 214'321 CHF | 72'413 CHF | 99.17% | 99.17% |
08.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'909 CHF | 70'970 CHF | 99.17% | 99.17% |
07.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'822 CHF | 70'607 CHF | 98.27% | 98.27% |