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 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'168 CHF | 62'723 CHF | 97.83% | 97.83% |
19.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'558 CHF | 65'519 CHF | 94.32% | 94.32% |
18.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'464 CHF | 69'155 CHF | 94.58% | 94.58% |
15.11.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'966 CHF | 68'655 CHF | 96.42% | 96.42% |
14.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'735 CHF | 67'912 CHF | 97.73% | 97.73% |
13.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'730 CHF | 69'243 CHF | 94.88% | 94.88% |
12.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'426 CHF | 73'142 CHF | 96.41% | 96.41% |
11.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'176 CHF | 75'059 CHF | 97.79% | 97.79% |
08.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'508 CHF | 79'503 CHF | 92.37% | 92.37% |
07.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'508 CHF | 81'836 CHF | 98.21% | 98.21% |