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 | 0.96% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'010 CHF | 157'510 CHF | 99.17% | 99.17% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 136'492 CHF | 137'992 CHF | 99.16% | 99.16% |
18.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 162'821 CHF | 164'321 CHF | 99.22% | 99.22% |
15.11.2024 | 0.83% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 179'643 CHF | 181'143 CHF | 99.16% | 99.16% |
14.11.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 199'037 CHF | 200'537 CHF | 99.03% | 99.03% |
13.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 182'909 CHF | 184'409 CHF | 99.16% | 99.16% |
12.11.2024 | 0.69% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 218'252 CHF | 219'752 CHF | 99.16% | 99.16% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 258'647 CHF | 260'147 CHF | 99.16% | 99.16% |
08.11.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 230'072 CHF | 231'572 CHF | 99.17% | 99.17% |
07.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 267'777 CHF | 269'277 CHF | 90.59% | 90.59% |