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 | 1.26% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'403 CHF | 79'801 CHF | 98.19% | 98.19% |
19.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'573 CHF | 75'191 CHF | 96.39% | 96.39% |
18.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'259 CHF | 75'420 CHF | 96.95% | 96.95% |
15.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'809 CHF | 75'270 CHF | 95.45% | 95.45% |
14.11.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'267 CHF | 71'756 CHF | 98.45% | 98.45% |
13.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'531 CHF | 71'510 CHF | 98.20% | 98.20% |
12.11.2024 | 1.31% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'931 CHF | 76'977 CHF | 98.94% | 98.94% |
11.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'490 CHF | 85'497 CHF | 97.87% | 97.87% |
08.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'956 CHF | 75'319 CHF | 98.83% | 98.83% |
07.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'279 CHF | 75'760 CHF | 98.29% | 98.29% |