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 | 3.00% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'653 CHF | 33'884 CHF | 99.37% | 99.37% |
19.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'666 CHF | 35'889 CHF | 99.37% | 99.37% |
18.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'224 CHF | 32'741 CHF | 99.23% | 99.23% |
15.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'326 CHF | 29'775 CHF | 99.37% | 99.37% |
14.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'534 CHF | 28'512 CHF | 99.37% | 99.37% |
13.11.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 90'809 CHF | 31'270 CHF | 99.37% | 99.37% |
12.11.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 87'281 CHF | 30'094 CHF | 99.37% | 99.37% |
11.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'759 CHF | 28'253 CHF | 99.38% | 99.38% |
08.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 364'757 | 100'000 | 103'650 CHF | 29'597 CHF | 99.38% | 99.38% |
07.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 401'743 CHF | 27'783 CHF | 99.28% | 99.28% |