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 | 2.63% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 112'519 CHF | 38'506 CHF | 99.37% | 99.37% |
19.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'360 CHF | 36'787 CHF | 99.38% | 99.38% |
18.11.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'496 CHF | 38'165 CHF | 99.26% | 99.26% |
15.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'185 CHF | 35'729 CHF | 99.38% | 99.38% |
14.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'438 CHF | 34'146 CHF | 99.37% | 99.37% |
13.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'780 CHF | 31'927 CHF | 99.38% | 99.38% |
12.11.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'257 CHF | 34'086 CHF | 99.38% | 99.38% |
11.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'097 CHF | 34'699 CHF | 99.38% | 99.38% |
08.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'079 CHF | 35'693 CHF | 99.37% | 99.37% |
07.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'188 CHF | 35'063 CHF | 98.38% | 98.38% |