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 | 1.41% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'813 CHF | 71'605 CHF | 97.81% | 97.81% |
19.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'155 CHF | 74'385 CHF | 94.33% | 94.33% |
18.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'328 CHF | 78'109 CHF | 94.49% | 94.49% |
15.11.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'790 CHF | 77'597 CHF | 96.45% | 96.45% |
14.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'483 CHF | 76'828 CHF | 97.74% | 97.74% |
13.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'447 CHF | 78'149 CHF | 94.99% | 94.99% |
12.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'261 CHF | 82'087 CHF | 96.32% | 96.32% |
11.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'930 CHF | 83'977 CHF | 97.80% | 97.80% |
08.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'381 CHF | 88'460 CHF | 92.38% | 92.38% |
07.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'447 CHF | 90'816 CHF | 98.21% | 98.21% |