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 | 1.53% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'094 CHF | 65'698 CHF | 99.37% | 99.37% |
19.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'094 CHF | 59'032 CHF | 99.38% | 99.38% |
18.11.2024 | 1.72% | 0.56 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'913 CHF | 58'638 CHF | 97.58% | 97.58% |
15.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'016 CHF | 62'339 CHF | 93.30% | 93.30% |
14.11.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'310 CHF | 68'437 CHF | 99.37% | 99.37% |
13.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'287 CHF | 71'762 CHF | 97.07% | 97.07% |
12.11.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'986 CHF | 75'995 CHF | 96.95% | 96.95% |
11.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'022 CHF | 76'341 CHF | 99.35% | 99.35% |
08.11.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'385 CHF | 76'129 CHF | 99.24% | 99.24% |
07.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'426 CHF | 79'142 CHF | 98.69% | 98.69% |