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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.92% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'180 CHF | 52'727 CHF | 99.43% | 99.43% |
20.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'057 CHF | 46'686 CHF | 99.00% | 99.00% |
19.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'545 CHF | 46'515 CHF | 99.44% | 99.44% |
18.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'227 CHF | 44'742 CHF | 97.64% | 97.64% |
15.11.2024 | 2.46% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'741 CHF | 41'247 CHF | 99.44% | 99.44% |
14.11.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'133 CHF | 40'711 CHF | 99.09% | 99.09% |
13.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'990 CHF | 38'997 CHF | 96.57% | 96.57% |
12.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'426 CHF | 39'142 CHF | 96.48% | 96.48% |
11.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'448 CHF | 41'816 CHF | 98.66% | 98.66% |
08.11.2024 | 2.89% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'472 CHF | 35'157 CHF | 90.61% | 90.61% |