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 | 3.41% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'442 CHF | 29'814 CHF | 99.37% | 99.37% |
19.11.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'780 CHF | 23'260 CHF | 99.38% | 99.38% |
18.11.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 65'245 CHF | 22'748 CHF | 97.51% | 97.51% |
15.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'242 CHF | 26'414 CHF | 93.30% | 93.30% |
14.11.2024 | 3.14% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 94'385 CHF | 32'462 CHF | 99.37% | 99.37% |
13.11.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 105'154 CHF | 36'051 CHF | 97.07% | 97.07% |
12.11.2024 | 2.52% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'051 CHF | 40'350 CHF | 96.96% | 96.96% |
11.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'358 CHF | 40'786 CHF | 99.35% | 99.35% |
08.11.2024 | 2.48% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'666 CHF | 40'889 CHF | 99.24% | 99.24% |
07.11.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'502 CHF | 43'834 CHF | 98.70% | 98.70% |