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 | 4.29% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'497 CHF | 23'832 CHF | 99.38% | 99.38% |
19.11.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'503 CHF | 22'501 CHF | 99.37% | 99.37% |
18.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'558 CHF | 24'519 CHF | 99.23% | 99.23% |
15.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'249 CHF | 27'416 CHF | 99.37% | 99.37% |
14.11.2024 | 3.53% | 0.28 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 83'390 CHF | 28'797 CHF | 99.37% | 99.37% |
13.11.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'939 CHF | 26'313 CHF | 99.37% | 99.37% |
12.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'930 CHF | 27'310 CHF | 99.37% | 99.37% |
11.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 84'541 CHF | 29'180 CHF | 99.37% | 99.37% |
08.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'411 CHF | 27'804 CHF | 99.37% | 99.37% |
07.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'485 CHF | 29'495 CHF | 99.28% | 99.28% |