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 | 2.25% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'913 CHF | 44'971 CHF | 99.38% | 99.38% |
19.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'259 CHF | 43'086 CHF | 99.38% | 99.38% |
18.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'675 CHF | 44'558 CHF | 99.38% | 99.38% |
15.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'398 CHF | 46'133 CHF | 99.36% | 99.36% |
14.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'189 CHF | 47'063 CHF | 99.37% | 99.37% |
13.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'329 CHF | 45'443 CHF | 99.37% | 99.37% |
12.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'342 CHF | 49'114 CHF | 99.15% | 99.15% |
11.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'161 CHF | 51'054 CHF | 99.38% | 99.38% |
08.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'906 CHF | 46'969 CHF | 99.38% | 99.38% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'416 CHF | 47'472 CHF | 98.58% | 98.58% |