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 | 1.54% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'994 CHF | 65'331 CHF | 99.38% | 99.38% |
19.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'580 CHF | 63'860 CHF | 99.37% | 99.37% |
18.11.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'225 CHF | 60'408 CHF | 99.38% | 99.38% |
15.11.2024 | 1.78% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'321 CHF | 56'774 CHF | 99.36% | 99.36% |
14.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'436 CHF | 74'479 CHF | 99.37% | 99.37% |
13.11.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'920 CHF | 71'640 CHF | 99.38% | 99.38% |
12.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'810 CHF | 72'270 CHF | 99.15% | 99.15% |
11.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'980 CHF | 75'993 CHF | 99.38% | 99.38% |
08.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'173 CHF | 74'391 CHF | 99.37% | 99.37% |
07.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'225 CHF | 69'408 CHF | 98.58% | 98.58% |