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 | 2.48% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 132'226 | 132'226 | 52'692 CHF | 54'014 CHF | 99.44% | 99.44% |
19.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'356 CHF | 58'606 CHF | 97.55% | 97.55% |
18.11.2024 | 2.44% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 138'915 | 138'915 | 56'268 CHF | 57'657 CHF | 99.15% | 99.15% |
15.11.2024 | 3.49% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 193'230 | 193'230 | 54'485 CHF | 56'417 CHF | 97.90% | 97.90% |
14.11.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 246'106 | 246'096 | 51'482 CHF | 53'940 CHF | 99.39% | 99.39% |
13.11.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 224'826 | 224'826 | 45'474 CHF | 47'722 CHF | 98.03% | 98.03% |
12.11.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 142'491 | 142'492 | 26'403 CHF | 27'828 CHF | 98.23% | 98.23% |
11.11.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 147'600 | 147'600 | 26'380 CHF | 27'856 CHF | 99.04% | 99.04% |
08.11.2024 | 4.62% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 127'392 | 127'392 | 26'951 CHF | 28'225 CHF | 99.36% | 99.36% |
07.11.2024 | 3.86% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'680 | 100'680 | 25'633 CHF | 26'640 CHF | 99.22% | 99.22% |