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 | 1.55% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'991 CHF | 64'997 CHF | 99.17% | 99.17% |
19.11.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'544 CHF | 58'848 CHF | 99.17% | 99.17% |
18.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'921 CHF | 63'640 CHF | 99.22% | 99.22% |
15.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'757 CHF | 67'252 CHF | 99.16% | 99.16% |
14.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'389 CHF | 65'130 CHF | 99.15% | 99.15% |
13.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'499 CHF | 55'500 CHF | 99.16% | 99.16% |
12.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'131 CHF | 59'710 CHF | 99.16% | 99.16% |
11.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'595 CHF | 60'532 CHF | 99.17% | 99.17% |
08.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'763 CHF | 56'254 CHF | 99.16% | 99.16% |
07.11.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'069 CHF | 59'023 CHF | 98.19% | 98.19% |