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 | 0.82% | 1.24 CHF | 1.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 182'710 CHF | 61'403 CHF | 99.38% | 99.38% |
19.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 183'874 CHF | 61'791 CHF | 99.38% | 99.38% |
18.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 192'332 CHF | 64'611 CHF | 97.51% | 97.51% |
15.11.2024 | 0.87% | 1.25 CHF | 1.26 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 171'516 CHF | 57'672 CHF | 99.37% | 99.37% |
14.11.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 165'422 CHF | 55'641 CHF | 93.45% | 93.45% |
13.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 133'548 CHF | 45'016 CHF | 96.85% | 96.85% |
12.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 130'445 CHF | 43'982 CHF | 96.82% | 96.82% |
11.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 126'227 CHF | 42'576 CHF | 99.14% | 99.14% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 122'567 CHF | 41'356 CHF | 90.43% | 90.43% |
07.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 123'544 CHF | 41'681 CHF | 97.29% | 97.29% |