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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'109 CHF | 48'703 CHF | 99.16% | 99.16% |
20.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'016 CHF | 47'005 CHF | 99.17% | 99.17% |
19.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'250 CHF | 43'083 CHF | 99.16% | 99.16% |
18.11.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'429 CHF | 51'143 CHF | 99.23% | 99.23% |
15.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 299'997 | 100'000 | 180'172 CHF | 61'058 CHF | 99.17% | 99.17% |
14.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 150'112 CHF | 50'787 CHF | 99.16% | 99.16% |
13.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 153'237 CHF | 51'829 CHF | 99.16% | 99.16% |
12.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 225'000 | 75'000 | 224'997 | 75'000 | 155'864 CHF | 52'705 CHF | 99.16% | 99.16% |
11.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 156'451 CHF | 52'900 CHF | 99.17% | 99.17% |
08.11.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 162'698 CHF | 54'983 CHF | 99.17% | 99.17% |