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 | 160'098 CHF | 54'366 CHF | 99.16% | 99.16% |
20.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'627 CHF | 52'542 CHF | 99.17% | 99.17% |
19.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'797 CHF | 48'266 CHF | 99.17% | 99.17% |
18.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'619 CHF | 56'873 CHF | 99.23% | 99.23% |
15.11.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 150'062 CHF | 50'771 CHF | 99.17% | 99.17% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 165'601 CHF | 55'950 CHF | 99.16% | 99.16% |
13.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'987 CHF | 57'079 CHF | 99.17% | 99.17% |
12.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 171'660 CHF | 57'970 CHF | 99.17% | 99.17% |
11.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 172'206 CHF | 58'152 CHF | 99.17% | 99.17% |
08.11.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 179'034 CHF | 60'428 CHF | 99.17% | 99.17% |