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 | 0.85% | 1.15 CHF | 1.16 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 175'538 CHF | 59'013 CHF | 99.37% | 99.37% |
19.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 173'405 CHF | 58'302 CHF | 99.38% | 99.38% |
18.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 166'558 CHF | 56'019 CHF | 97.55% | 97.55% |
15.11.2024 | 0.80% | 1.15 CHF | 1.16 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 188'183 CHF | 63'228 CHF | 99.38% | 99.38% |
14.11.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 194'710 CHF | 65'404 CHF | 93.44% | 93.44% |
13.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 224'340 CHF | 75'280 CHF | 96.85% | 96.85% |
12.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 226'734 CHF | 76'078 CHF | 96.81% | 96.81% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 230'207 CHF | 77'236 CHF | 99.14% | 99.14% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 231'397 CHF | 77'632 CHF | 90.37% | 90.37% |
07.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 231'424 CHF | 77'641 CHF | 97.28% | 97.28% |