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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'037 CHF | 54'346 CHF | 99.16% | 99.16% |
20.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'033 CHF | 52'344 CHF | 99.16% | 99.16% |
19.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'742 CHF | 48'247 CHF | 99.17% | 99.17% |
18.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'173 CHF | 56'391 CHF | 99.23% | 99.23% |
15.11.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'417 CHF | 66'806 CHF | 99.17% | 99.17% |
14.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 162'217 CHF | 54'823 CHF | 99.16% | 99.16% |
13.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 166'615 CHF | 56'288 CHF | 99.16% | 99.16% |
12.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'839 CHF | 57'030 CHF | 99.17% | 99.17% |
11.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'702 CHF | 56'984 CHF | 99.17% | 99.17% |
08.11.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 174'710 CHF | 58'987 CHF | 99.16% | 99.16% |