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 | 1.85% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'763 CHF | 54'588 CHF | 99.35% | 99.35% |
19.11.2024 | 1.97% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'730 CHF | 51'243 CHF | 99.13% | 99.13% |
18.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 152'960 CHF | 51'987 CHF | 99.13% | 99.13% |
15.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'999 CHF | 57'000 CHF | 99.37% | 99.37% |
14.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'324 CHF | 53'775 CHF | 97.92% | 97.92% |
13.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'703 CHF | 54'568 CHF | 99.35% | 99.35% |
12.11.2024 | 2.12% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'496 CHF | 47'832 CHF | 99.04% | 99.04% |
11.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 308'871 | 102'957 | 136'099 CHF | 46'396 CHF | 98.27% | 98.27% |
08.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 419'841 | 139'947 | 171'921 CHF | 58'707 CHF | 93.13% | 93.13% |
07.11.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 418'606 | 139'535 | 155'060 CHF | 53'082 CHF | 98.61% | 98.61% |