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 | 3.65% | 0.24 CHF | 0.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 40'414 CHF | 13'972 CHF | 99.38% | 99.38% |
19.11.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 38'567 CHF | 13'356 CHF | 99.38% | 99.38% |
18.11.2024 | 4.71% | 0.23 CHF | 0.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 31'159 CHF | 10'886 CHF | 97.58% | 97.58% |
15.11.2024 | 2.89% | 0.24 CHF | 0.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 52'563 CHF | 18'021 CHF | 99.38% | 99.38% |
14.11.2024 | 2.74% | 0.31 CHF | 0.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 59'119 CHF | 20'206 CHF | 93.45% | 93.45% |
13.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'540 CHF | 30'347 CHF | 96.86% | 96.86% |
12.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 92'096 CHF | 31'199 CHF | 96.83% | 96.83% |
11.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 95'773 CHF | 32'424 CHF | 99.14% | 99.14% |
08.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 97'988 CHF | 33'163 CHF | 90.37% | 90.37% |
07.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 97'538 CHF | 33'013 CHF | 97.31% | 97.31% |