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 | 1.00% | 1.02 CHF | 1.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 149'822 CHF | 50'441 CHF | 99.38% | 99.38% |
19.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 151'168 CHF | 50'890 CHF | 99.38% | 99.38% |
18.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 159'490 CHF | 53'663 CHF | 97.52% | 97.52% |
15.11.2024 | 1.08% | 1.03 CHF | 1.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 138'696 CHF | 46'732 CHF | 99.37% | 99.37% |
14.11.2024 | 1.15% | 0.96 CHF | 0.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 132'510 CHF | 44'670 CHF | 93.44% | 93.44% |
13.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'719 CHF | 34'073 CHF | 96.85% | 96.85% |
12.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 97'826 CHF | 33'109 CHF | 96.90% | 96.90% |
11.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 93'759 CHF | 31'753 CHF | 99.14% | 99.14% |
08.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'246 CHF | 30'582 CHF | 90.42% | 90.42% |
07.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'545 CHF | 31'015 CHF | 97.30% | 97.30% |