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 | 1.65% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'111 CHF | 61'037 CHF | 99.37% | 99.37% |
19.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'209 CHF | 67'403 CHF | 99.38% | 99.38% |
18.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'089 CHF | 68'363 CHF | 97.43% | 97.43% |
15.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'060 CHF | 65'020 CHF | 93.30% | 93.30% |
14.11.2024 | 1.71% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'326 CHF | 59'109 CHF | 99.37% | 99.37% |
13.11.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'859 CHF | 54'953 CHF | 97.07% | 97.07% |
12.11.2024 | 2.00% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'782 CHF | 50'594 CHF | 96.96% | 96.96% |
11.11.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'909 CHF | 49'970 CHF | 99.35% | 99.35% |
08.11.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'116 CHF | 49'372 CHF | 99.24% | 99.24% |
07.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'402 CHF | 46'801 CHF | 98.68% | 98.68% |