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 | 3.35% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'086 CHF | 30'362 CHF | 99.38% | 99.38% |
19.11.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 83'925 CHF | 28'975 CHF | 99.38% | 99.38% |
18.11.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'598 CHF | 29'866 CHF | 99.26% | 99.26% |
15.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'922 CHF | 27'641 CHF | 99.38% | 99.38% |
14.11.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'438 CHF | 26'146 CHF | 99.38% | 99.38% |
13.11.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'003 CHF | 24'335 CHF | 99.38% | 99.38% |
12.11.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 74'721 CHF | 25'907 CHF | 99.37% | 99.37% |
11.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'757 CHF | 26'586 CHF | 99.38% | 99.38% |
08.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'322 CHF | 27'774 CHF | 99.38% | 99.38% |
07.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'178 CHF | 27'059 CHF | 98.37% | 98.37% |