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 | 1.76% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'684 CHF | 57'228 CHF | 99.38% | 99.38% |
19.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'012 CHF | 62'337 CHF | 96.67% | 96.67% |
18.11.2024 | 2.30% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 419'875 | 139'958 | 182'403 CHF | 62'201 CHF | 97.58% | 97.58% |
15.11.2024 | 2.37% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'022 CHF | 64'507 CHF | 96.53% | 96.53% |
14.11.2024 | 2.24% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'574 CHF | 67'691 CHF | 99.37% | 99.37% |
13.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 449'821 | 149'940 | 201'971 CHF | 68'823 CHF | 99.37% | 99.37% |
12.11.2024 | 2.22% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'305 CHF | 68'268 CHF | 99.37% | 99.37% |
11.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'267 CHF | 61'256 CHF | 99.33% | 99.33% |
08.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'698 CHF | 56'400 CHF | 99.33% | 99.33% |
07.11.2024 | 3.62% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 559'004 | 186'335 | 151'529 CHF | 52'373 CHF | 98.48% | 98.48% |