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 | 2.45% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'258 CHF | 41'419 CHF | 99.16% | 99.16% |
19.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'487 CHF | 43'162 CHF | 99.17% | 99.17% |
18.11.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'392 CHF | 45'464 CHF | 99.23% | 99.23% |
15.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'877 CHF | 46'626 CHF | 99.17% | 99.17% |
14.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'056 CHF | 45'352 CHF | 99.16% | 99.16% |
13.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'933 CHF | 45'978 CHF | 99.16% | 99.16% |
12.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'217 CHF | 46'406 CHF | 99.16% | 99.16% |
11.11.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 294'619 | 98'206 | 150'800 CHF | 51'249 CHF | 99.17% | 99.17% |
08.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 292'247 | 97'416 | 145'524 CHF | 49'482 CHF | 99.16% | 99.16% |
07.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 126'831 CHF | 43'027 CHF | 98.26% | 98.26% |