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 | 2.71% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'532 CHF | 37'511 CHF | 99.36% | 99.36% |
19.11.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'721 CHF | 38'240 CHF | 99.34% | 99.34% |
18.11.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'539 CHF | 38'180 CHF | 94.62% | 94.62% |
15.11.2024 | 1.90% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'994 CHF | 53'331 CHF | 99.36% | 99.36% |
14.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'018 CHF | 59'006 CHF | 99.36% | 99.36% |
13.11.2024 | 1.55% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'936 CHF | 64'979 CHF | 93.56% | 93.56% |
12.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'552 CHF | 78'851 CHF | 96.93% | 96.93% |
11.11.2024 | 1.31% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'817 CHF | 77'273 CHF | 99.37% | 99.37% |
08.11.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'453 CHF | 78'818 CHF | 90.83% | 90.83% |
07.11.2024 | 1.59% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'874 CHF | 63'625 CHF | 88.30% | 88.30% |