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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.82% | 0.41 CHF | 0.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 52'712 CHF | 18'071 CHF | 99.36% | 99.36% |
20.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 57'143 CHF | 19'548 CHF | 98.93% | 98.93% |
19.11.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 49'160 CHF | 16'887 CHF | 98.90% | 98.90% |
18.11.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 42'542 CHF | 14'681 CHF | 97.02% | 97.02% |
15.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 37'453 CHF | 12'984 CHF | 99.37% | 99.37% |
14.11.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 44'389 CHF | 15'296 CHF | 99.37% | 99.37% |
13.11.2024 | 2.69% | 0.33 CHF | 0.34 CHF | 150'000 | 50'000 | 150'000 | 49'998 | 55'197 CHF | 18'898 CHF | 96.85% | 96.85% |
12.11.2024 | 2.33% | 0.36 CHF | 0.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 63'853 CHF | 21'785 CHF | 96.82% | 96.82% |
11.11.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 73'492 CHF | 24'997 CHF | 98.88% | 98.88% |
08.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 150'000 | 50'000 | 149'998 | 50'000 | 71'295 CHF | 24'266 CHF | 93.76% | 93.76% |