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 | 2.28% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'143 CHF | 44'381 CHF | 99.36% | 99.36% |
19.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'082 CHF | 45'028 CHF | 99.37% | 99.37% |
18.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'849 CHF | 42'950 CHF | 99.23% | 99.23% |
15.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'817 CHF | 39'939 CHF | 98.94% | 98.94% |
14.11.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'653 CHF | 42'551 CHF | 99.37% | 99.37% |
13.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'575 CHF | 42'525 CHF | 99.36% | 99.36% |
12.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'304 CHF | 42'101 CHF | 99.37% | 99.37% |
11.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 313'423 | 104'474 | 122'535 CHF | 41'890 CHF | 99.37% | 99.37% |
08.11.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'272 CHF | 41'757 CHF | 99.37% | 99.37% |
07.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 320'116 | 106'705 | 129'414 CHF | 44'205 CHF | 99.28% | 99.28% |