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 | 2.01% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'703 CHF | 50'234 CHF | 97.81% | 97.81% |
19.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'254 CHF | 53'085 CHF | 94.32% | 94.32% |
18.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'367 CHF | 56'789 CHF | 94.35% | 94.35% |
15.11.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'422 CHF | 56'141 CHF | 96.42% | 96.42% |
14.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'575 CHF | 55'525 CHF | 97.73% | 97.73% |
13.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'521 CHF | 56'840 CHF | 95.05% | 95.05% |
12.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'301 CHF | 60'767 CHF | 96.42% | 96.42% |
11.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'911 CHF | 62'637 CHF | 97.80% | 97.80% |
08.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'347 CHF | 67'116 CHF | 92.35% | 92.35% |
07.11.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'825 CHF | 69'275 CHF | 98.19% | 98.19% |