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 | 1.67% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'085 CHF | 60'362 CHF | 99.38% | 99.38% |
19.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'953 CHF | 62'985 CHF | 99.38% | 99.38% |
18.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'896 CHF | 62'632 CHF | 99.37% | 99.37% |
15.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'287 CHF | 62'762 CHF | 99.36% | 99.36% |
14.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'260 CHF | 64'753 CHF | 99.37% | 99.37% |
13.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'694 CHF | 66'231 CHF | 99.37% | 99.37% |
12.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 181'614 CHF | 61'538 CHF | 99.15% | 99.15% |
11.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'647 CHF | 57'216 CHF | 99.38% | 99.38% |
08.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'182 CHF | 58'061 CHF | 99.38% | 99.38% |
07.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'248 CHF | 56'083 CHF | 98.58% | 98.58% |