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 | 6.10% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 48'213 CHF | 17'071 CHF | 97.82% | 97.82% |
19.11.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 56'901 CHF | 19'967 CHF | 94.33% | 94.33% |
18.11.2024 | 4.39% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 67'382 CHF | 23'461 CHF | 94.57% | 94.57% |
15.11.2024 | 4.52% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 65'727 CHF | 22'909 CHF | 96.42% | 96.42% |
14.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 63'663 CHF | 22'221 CHF | 97.74% | 97.74% |
13.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 67'797 CHF | 23'599 CHF | 94.82% | 94.82% |
12.11.2024 | 3.71% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'470 CHF | 27'490 CHF | 96.47% | 96.47% |
11.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'159 CHF | 29'386 CHF | 97.79% | 97.79% |
08.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'275 CHF | 33'758 CHF | 92.39% | 92.39% |
07.11.2024 | 2.83% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'721 CHF | 35'907 CHF | 98.20% | 98.20% |