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 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 52'317 CHF | 17'939 CHF | 99.17% | 99.17% |
19.11.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 51'105 CHF | 17'535 CHF | 99.17% | 99.17% |
18.11.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 54'023 CHF | 18'508 CHF | 99.22% | 99.22% |
15.11.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 53'963 CHF | 18'488 CHF | 99.16% | 99.16% |
14.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 51'597 CHF | 17'699 CHF | 99.15% | 99.15% |
13.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 150'000 | 50'000 | 161'536 | 53'845 | 52'185 CHF | 17'933 CHF | 99.16% | 99.16% |
12.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 219'584 | 73'195 | 67'961 CHF | 23'385 CHF | 99.15% | 99.15% |
11.11.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 56'018 CHF | 19'173 CHF | 99.16% | 99.16% |
08.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 55'240 CHF | 18'913 CHF | 99.16% | 99.16% |
07.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 55'244 CHF | 18'915 CHF | 98.18% | 98.18% |