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 | 1.74% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 285'013 CHF | 58'003 CHF | 99.27% | 99.27% |
19.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 290'749 CHF | 59'150 CHF | 99.27% | 99.27% |
18.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 271'240 CHF | 55'248 CHF | 99.27% | 99.27% |
15.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 247'080 CHF | 50'416 CHF | 99.27% | 99.27% |
14.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 224'314 CHF | 45'863 CHF | 99.27% | 99.27% |
13.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 224'026 CHF | 45'805 CHF | 99.27% | 99.27% |
12.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 204'470 CHF | 41'894 CHF | 99.25% | 99.25% |
11.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 189'901 CHF | 38'980 CHF | 99.27% | 99.27% |
08.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 208'140 CHF | 42'628 CHF | 99.26% | 99.26% |
07.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 235'000 CHF | 48'000 CHF | 1.12% | 1.12% |