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 | 2.20% | 0.58 CHF | 0.59 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 175'482 CHF | 89'691 CHF | 99.37% | 99.37% |
19.11.2024 | 2.42% | 0.54 CHF | 0.55 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 159'127 CHF | 81'514 CHF | 99.37% | 99.37% |
18.11.2024 | 2.31% | 0.55 CHF | 0.57 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 166'701 CHF | 85'301 CHF | 99.23% | 99.23% |
15.11.2024 | 2.30% | 0.55 CHF | 0.56 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 167'420 CHF | 85'660 CHF | 99.37% | 99.37% |
14.11.2024 | 2.14% | 0.60 CHF | 0.62 CHF | 300'000 | 150'000 | 250'371 | 150'000 | 150'325 CHF | 92'100 CHF | 99.37% | 99.37% |
13.11.2024 | 2.10% | 0.61 CHF | 0.62 CHF | 300'000 | 150'000 | 299'712 | 150'000 | 183'471 CHF | 93'775 CHF | 99.37% | 99.37% |
12.11.2024 | 1.97% | 0.63 CHF | 0.65 CHF | 300'000 | 150'000 | 253'364 | 150'000 | 165'192 CHF | 99'774 CHF | 99.37% | 99.37% |
11.11.2024 | 1.84% | 0.68 CHF | 0.69 CHF | 225'000 | 150'000 | 225'000 | 150'000 | 157'843 CHF | 107'179 CHF | 99.37% | 99.37% |
08.11.2024 | 1.80% | 0.70 CHF | 0.71 CHF | 225'000 | 150'000 | 225'000 | 150'000 | 160'813 CHF | 109'159 CHF | 99.25% | 99.25% |
07.11.2024 | 1.77% | 0.72 CHF | 0.73 CHF | 225'000 | 150'000 | 225'000 | 150'000 | 163'941 CHF | 111'244 CHF | 99.30% | 99.30% |