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 | 1.31% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'368 CHF | 76'789 CHF | 99.38% | 99.38% |
19.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'843 CHF | 76'281 CHF | 98.89% | 98.89% |
18.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'552 CHF | 77'517 CHF | 97.42% | 97.42% |
15.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'065 CHF | 77'022 CHF | 99.37% | 99.37% |
14.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'361 CHF | 65'120 CHF | 99.37% | 99.37% |
13.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'293 CHF | 63'431 CHF | 96.84% | 96.84% |
12.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'239 CHF | 59'746 CHF | 96.95% | 96.95% |
11.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'961 CHF | 55'654 CHF | 98.78% | 98.78% |
08.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'921 CHF | 55'640 CHF | 93.32% | 93.32% |
07.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'757 CHF | 57'919 CHF | 98.69% | 98.69% |