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 | 2.13% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'502 CHF | 47'501 CHF | 99.37% | 99.37% |
19.11.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'604 CHF | 40'868 CHF | 99.38% | 99.38% |
18.11.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'446 CHF | 40'482 CHF | 97.19% | 97.19% |
15.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'362 CHF | 44'121 CHF | 93.30% | 93.30% |
14.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'598 CHF | 50'199 CHF | 99.37% | 99.37% |
13.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'019 CHF | 53'673 CHF | 97.06% | 97.06% |
12.11.2024 | 1.74% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'833 CHF | 57'944 CHF | 96.97% | 96.97% |
11.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'165 CHF | 58'388 CHF | 99.35% | 99.35% |
08.11.2024 | 1.73% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'878 CHF | 58'293 CHF | 99.24% | 99.24% |
07.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'804 CHF | 61'268 CHF | 98.71% | 98.71% |