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 | 2.05% | 0.47 CHF | 0.48 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 72'467 CHF | 24'656 CHF | 99.38% | 99.38% |
19.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 71'395 CHF | 24'298 CHF | 99.38% | 99.38% |
18.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 67'270 CHF | 22'923 CHF | 97.61% | 97.61% |
15.11.2024 | 1.86% | 0.47 CHF | 0.48 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 80'192 CHF | 27'231 CHF | 99.38% | 99.38% |
14.11.2024 | 1.80% | 0.51 CHF | 0.52 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 84'014 CHF | 28'505 CHF | 93.44% | 93.44% |
13.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 101'976 CHF | 34'492 CHF | 96.85% | 96.85% |
12.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 103'616 CHF | 35'039 CHF | 96.85% | 96.85% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 105'855 CHF | 35'785 CHF | 99.14% | 99.14% |
08.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'750 CHF | 36'083 CHF | 90.38% | 90.38% |
07.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'375 CHF | 35'958 CHF | 97.31% | 97.31% |