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 | 2.26% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'220 CHF | 44'740 CHF | 99.16% | 99.16% |
20.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'995 CHF | 43'332 CHF | 99.17% | 99.17% |
19.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'410 CHF | 39'137 CHF | 99.17% | 99.17% |
18.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'959 CHF | 47'320 CHF | 99.23% | 99.23% |
15.11.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 127'733 CHF | 43'328 CHF | 99.17% | 99.17% |
14.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 143'366 CHF | 48'539 CHF | 99.16% | 99.16% |
13.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 146'515 CHF | 49'588 CHF | 99.16% | 99.16% |
12.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 149'702 CHF | 50'651 CHF | 99.16% | 99.16% |
11.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 150'142 CHF | 50'797 CHF | 99.17% | 99.17% |
08.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 157'372 CHF | 53'207 CHF | 99.16% | 99.16% |