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 | 3.62% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'754 CHF | 28'251 CHF | 99.30% | 99.30% |
20.11.2024 | 4.22% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'705 CHF | 24'235 CHF | 99.30% | 99.30% |
19.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 71'222 CHF | 24'741 CHF | 98.82% | 98.82% |
18.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'660 CHF | 23'887 CHF | 97.53% | 97.53% |
15.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 99'997 | 71'592 CHF | 24'863 CHF | 99.30% | 99.30% |
14.11.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'023 CHF | 36'674 CHF | 99.31% | 99.31% |
13.11.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 112'464 CHF | 38'488 CHF | 96.95% | 96.95% |
12.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'536 CHF | 42'179 CHF | 96.75% | 96.75% |
11.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'348 CHF | 46'449 CHF | 98.72% | 98.72% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'856 CHF | 46'952 CHF | 93.25% | 93.25% |