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 | 1.42% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'449 CHF | 71'150 CHF | 98.67% | 98.67% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'589 CHF | 70'863 CHF | 98.59% | 98.59% |
18.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'333 CHF | 63'111 CHF | 98.66% | 98.66% |
15.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'078 CHF | 66'693 CHF | 98.27% | 98.27% |
14.11.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'371 CHF | 75'124 CHF | 97.77% | 97.77% |
13.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'808 CHF | 81'936 CHF | 98.90% | 98.90% |
12.11.2024 | 1.47% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'860 CHF | 68'620 CHF | 98.48% | 98.48% |
11.11.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'503 CHF | 70'501 CHF | 98.95% | 98.95% |
08.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'516 CHF | 71'839 CHF | 97.90% | 97.90% |
07.11.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 305'257 | 101'752 | 187'405 CHF | 63'486 CHF | 98.02% | 98.02% |