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 | 2.91% | 0.32 CHF | 0.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 50'878 CHF | 17'459 CHF | 99.38% | 99.38% |
19.11.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 49'889 CHF | 17'130 CHF | 99.38% | 99.38% |
18.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 45'220 CHF | 15'573 CHF | 97.52% | 97.52% |
15.11.2024 | 2.56% | 0.32 CHF | 0.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 58'116 CHF | 19'872 CHF | 99.37% | 99.37% |
14.11.2024 | 2.46% | 0.36 CHF | 0.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 62'057 CHF | 21'186 CHF | 93.45% | 93.45% |
13.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 80'216 CHF | 27'239 CHF | 96.89% | 96.89% |
12.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 81'697 CHF | 27'732 CHF | 96.80% | 96.80% |
11.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 83'743 CHF | 28'414 CHF | 99.14% | 99.14% |
08.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 85'108 CHF | 28'869 CHF | 90.38% | 90.38% |
07.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 85'000 CHF | 28'833 CHF | 97.29% | 97.29% |