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 | 1.83% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'106 CHF | 55'369 CHF | 99.37% | 99.37% |
19.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'369 CHF | 55'790 CHF | 99.37% | 99.37% |
18.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'141 CHF | 57'380 CHF | 99.23% | 99.23% |
15.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'222 CHF | 61'741 CHF | 99.37% | 99.37% |
14.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'613 CHF | 63'204 CHF | 99.37% | 99.37% |
13.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'360 CHF | 62'453 CHF | 99.36% | 99.36% |
12.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'335 CHF | 64'778 CHF | 99.37% | 99.37% |
11.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'331 CHF | 69'110 CHF | 99.38% | 99.38% |
08.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'011 CHF | 68'337 CHF | 99.38% | 99.38% |
07.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'745 CHF | 69'915 CHF | 99.28% | 99.28% |