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 | 1.62% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'872 CHF | 93'372 CHF | 99.22% | 99.22% |
19.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 90'493 CHF | 91'993 CHF | 87.10% | 87.10% |
18.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 97'803 CHF | 99'303 CHF | 99.06% | 99.06% |
15.11.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'112 CHF | 93'612 CHF | 99.38% | 99.38% |
14.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 151'042 | 151'036 | 93'178 CHF | 94'685 CHF | 99.19% | 99.19% |
13.11.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'055 | 150'055 | 88'620 CHF | 90'120 CHF | 99.11% | 99.11% |
12.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 88'000 | 88'000 | 82'250 | 82'250 | 48'428 CHF | 49'251 CHF | 98.92% | 98.92% |
11.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 46'997 CHF | 47'877 CHF | 98.14% | 98.14% |
08.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 88'000 | 88'000 | 98'369 | 98'369 | 47'908 CHF | 48'892 CHF | 99.45% | 99.45% |
07.11.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 87'937 | 87'937 | 47'959 CHF | 48'839 CHF | 99.10% | 99.10% |