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 | 2.00% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'142 CHF | 50'714 CHF | 99.33% | 99.33% |
19.11.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 165'150 | 85'099 | 74'558 CHF | 38'949 CHF | 98.81% | 98.81% |
18.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'071 CHF | 32'821 CHF | 97.34% | 97.34% |
15.11.2024 | 2.22% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 33'374 CHF | 34'124 CHF | 99.36% | 99.36% |
14.11.2024 | 1.90% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'192 CHF | 39'942 CHF | 99.35% | 99.35% |
13.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'877 CHF | 42'627 CHF | 94.85% | 94.85% |
12.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'887 CHF | 41'637 CHF | 94.28% | 94.28% |
11.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'511 CHF | 40'261 CHF | 98.53% | 98.53% |
08.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'737 CHF | 41'487 CHF | 90.79% | 90.79% |
07.11.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'807 CHF | 38'557 CHF | 98.68% | 98.68% |