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 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'337 CHF | 77'113 CHF | 99.38% | 99.38% |
19.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'134 CHF | 75'378 CHF | 99.37% | 99.37% |
18.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'783 CHF | 70'261 CHF | 99.38% | 99.38% |
15.11.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'813 CHF | 67'271 CHF | 99.36% | 99.36% |
14.11.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'165 CHF | 82'722 CHF | 99.38% | 99.38% |
13.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'200 CHF | 79'733 CHF | 99.38% | 99.38% |
12.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'288 CHF | 80'429 CHF | 99.15% | 99.15% |
11.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'059 CHF | 84'020 CHF | 99.38% | 99.38% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'739 CHF | 82'246 CHF | 99.37% | 99.37% |
07.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'802 CHF | 77'601 CHF | 98.58% | 98.58% |