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 | 1.90% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'299 CHF | 53'100 CHF | 88.89% | 88.89% |
19.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'129 | 100'043 | 148'512 CHF | 50'504 CHF | 95.10% | 95.10% |
18.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'323 CHF | 54'441 CHF | 94.41% | 94.41% |
15.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'100 CHF | 54'367 CHF | 93.20% | 93.20% |
14.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'577 CHF | 51'526 CHF | 97.47% | 97.47% |
13.11.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 309'813 | 103'271 | 162'365 CHF | 55'154 CHF | 98.68% | 98.68% |
12.11.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 318'766 | 106'255 | 165'776 CHF | 56'321 CHF | 95.23% | 95.23% |
11.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'930 CHF | 60'643 CHF | 95.46% | 95.46% |
08.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'612 CHF | 57'204 CHF | 96.56% | 96.56% |
07.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 181'019 CHF | 61'340 CHF | 97.47% | 97.47% |