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 | 1.78% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'124 CHF | 56'708 CHF | 99.07% | 99.07% |
19.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'117 CHF | 60'706 CHF | 98.92% | 98.92% |
18.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'071 CHF | 54'690 CHF | 97.16% | 97.16% |
15.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'824 CHF | 55'941 CHF | 99.45% | 99.45% |
14.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'628 CHF | 67'210 CHF | 99.44% | 99.44% |
13.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'382 CHF | 78'794 CHF | 96.95% | 96.95% |
12.11.2024 | 1.45% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'663 CHF | 69'554 CHF | 96.78% | 96.78% |
11.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'467 CHF | 58'489 CHF | 98.57% | 98.57% |
08.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'224 CHF | 59'075 CHF | 93.39% | 93.39% |
07.11.2024 | 2.04% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'531 CHF | 49'844 CHF | 98.69% | 98.69% |