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 | 2.43% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'084 CHF | 41'695 CHF | 99.16% | 99.16% |
20.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'277 CHF | 40'426 CHF | 99.17% | 99.17% |
19.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 336'863 | 112'288 | 119'350 CHF | 40'906 CHF | 99.17% | 99.17% |
18.11.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'771 CHF | 43'924 CHF | 99.23% | 99.23% |
15.11.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'979 CHF | 53'326 CHF | 99.17% | 99.17% |
14.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'398 CHF | 59'133 CHF | 99.16% | 99.16% |
13.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'032 CHF | 61'011 CHF | 99.16% | 99.16% |
12.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'571 CHF | 61'857 CHF | 99.17% | 99.17% |
11.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'906 CHF | 61'969 CHF | 99.17% | 99.17% |
08.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 293'425 | 97'808 | 186'721 CHF | 63'218 CHF | 99.16% | 99.16% |