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% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'146 CHF | 61'049 CHF | 99.38% | 99.38% |
19.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'141 CHF | 59'380 CHF | 98.25% | 98.25% |
18.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'535 CHF | 59'845 CHF | 97.17% | 97.17% |
15.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'155 CHF | 62'052 CHF | 99.38% | 99.38% |
14.11.2024 | 1.27% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'112 CHF | 79'371 CHF | 99.37% | 99.37% |
13.11.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'242 CHF | 77'747 CHF | 96.95% | 96.95% |
12.11.2024 | 1.25% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'042 CHF | 80'347 CHF | 96.87% | 96.87% |
11.11.2024 | 1.17% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'541 CHF | 86'180 CHF | 99.35% | 99.35% |
08.11.2024 | 1.51% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'415 CHF | 66'805 CHF | 96.75% | 96.75% |
07.11.2024 | 1.41% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'235 CHF | 71'745 CHF | 97.64% | 97.64% |