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 | 1.28% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'849 CHF | 78'950 CHF | 99.37% | 99.37% |
19.11.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'754 CHF | 77'918 CHF | 96.93% | 96.93% |
18.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'087 CHF | 69'696 CHF | 95.37% | 95.37% |
15.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'793 CHF | 69'264 CHF | 99.38% | 99.38% |
14.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'770 CHF | 75'923 CHF | 99.37% | 99.37% |
13.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'744 CHF | 73'248 CHF | 92.33% | 92.33% |
12.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'643 CHF | 69'214 CHF | 96.98% | 96.98% |
11.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'482 CHF | 72'161 CHF | 97.56% | 97.56% |
08.11.2024 | 1.51% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'724 CHF | 66'908 CHF | 93.15% | 93.15% |
07.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'615 CHF | 63'872 CHF | 98.70% | 98.70% |