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 | 2.67% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'103 CHF | 38'034 CHF | 99.44% | 99.44% |
19.11.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'970 CHF | 35'657 CHF | 99.44% | 99.44% |
18.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'034 CHF | 36'345 CHF | 97.53% | 97.53% |
15.11.2024 | 2.36% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'637 CHF | 43'212 CHF | 99.45% | 99.45% |
14.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'954 CHF | 52'651 CHF | 99.44% | 99.44% |
13.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'361 CHF | 48'454 CHF | 96.93% | 96.93% |
12.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'410 CHF | 48'470 CHF | 96.92% | 96.92% |
11.11.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'344 CHF | 52'448 CHF | 99.44% | 99.44% |
08.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'374 CHF | 55'458 CHF | 99.28% | 99.28% |
07.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'021 CHF | 56'340 CHF | 98.71% | 98.71% |