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 | 2.69% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'890 CHF | 37'630 CHF | 99.16% | 99.16% |
20.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'569 CHF | 35'856 CHF | 99.38% | 99.38% |
19.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 313'707 | 104'569 | 106'113 CHF | 36'417 CHF | 99.37% | 99.37% |
18.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 105'547 CHF | 36'182 CHF | 99.25% | 99.25% |
15.11.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 378'580 | 126'193 | 127'285 CHF | 43'690 CHF | 99.38% | 99.38% |
14.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 437'825 | 145'942 | 140'407 CHF | 48'262 CHF | 99.37% | 99.37% |
13.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'377 CHF | 46'292 CHF | 99.37% | 99.37% |
12.11.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'870 CHF | 49'123 CHF | 99.37% | 99.37% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'070 CHF | 49'524 CHF | 99.38% | 99.38% |
08.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 358'216 | 119'405 | 117'948 CHF | 40'510 CHF | 99.38% | 99.38% |