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 | 1.62% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'363 CHF | 62'121 CHF | 99.37% | 99.37% |
19.11.2024 | 1.61% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'162 CHF | 63'054 CHF | 96.93% | 96.93% |
18.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'850 CHF | 71'950 CHF | 95.32% | 95.32% |
15.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'379 CHF | 72'793 CHF | 99.38% | 99.38% |
14.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'092 CHF | 66'364 CHF | 99.37% | 99.37% |
13.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'084 CHF | 68'028 CHF | 92.32% | 92.32% |
12.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'421 CHF | 72'141 CHF | 96.98% | 96.98% |
11.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'412 CHF | 68'804 CHF | 97.54% | 97.54% |
08.11.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'613 CHF | 73'205 CHF | 93.15% | 93.15% |
07.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'266 CHF | 76'755 CHF | 98.70% | 98.70% |