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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.78% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'103 CHF | 57'034 CHF | 99.44% | 99.44% |
20.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'780 CHF | 46'593 CHF | 99.02% | 99.02% |
19.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'764 CHF | 45'588 CHF | 99.16% | 99.16% |
18.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'122 CHF | 42'707 CHF | 99.36% | 99.36% |
15.11.2024 | 2.77% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 330'022 | 110'007 | 117'253 CHF | 40'185 CHF | 99.39% | 99.39% |
14.11.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 349'164 | 116'388 | 120'163 CHF | 41'218 CHF | 97.61% | 97.61% |
13.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'216 CHF | 49'905 CHF | 99.02% | 99.02% |
12.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 448'537 | 149'512 | 147'622 CHF | 50'703 CHF | 92.63% | 92.63% |
11.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'186 | 100'062 | 109'260 CHF | 37'421 CHF | 98.54% | 98.54% |
08.11.2024 | 3.64% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'139 CHF | 42'213 CHF | 99.28% | 99.28% |