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 | 2.62% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'220 CHF | 38'740 CHF | 99.16% | 99.16% |
20.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'776 CHF | 36'592 CHF | 99.17% | 99.17% |
19.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 349'189 | 116'396 | 111'187 CHF | 38'226 CHF | 99.17% | 99.17% |
18.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'566 CHF | 40'855 CHF | 99.23% | 99.23% |
15.11.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'742 CHF | 51'247 CHF | 99.17% | 99.17% |
14.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 240'086 | 80'029 | 136'070 CHF | 46'157 CHF | 99.16% | 99.16% |
13.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 130'765 CHF | 44'338 CHF | 99.16% | 99.16% |
12.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 133'571 CHF | 45'274 CHF | 99.16% | 99.16% |
11.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 134'459 CHF | 45'570 CHF | 99.17% | 99.17% |
08.11.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 141'726 CHF | 47'992 CHF | 99.17% | 99.17% |