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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 150'000 | 25'000 | 150'000 | 25'000 | 115'824 CHF | 19'554 CHF | 99.16% | 99.16% |
20.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 150'000 | 25'000 | 150'000 | 25'000 | 122'388 CHF | 20'648 CHF | 99.17% | 99.17% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 150'000 | 25'000 | 150'000 | 48'939 | 133'683 CHF | 44'096 CHF | 99.16% | 99.16% |
18.11.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'145 CHF | 35'882 CHF | 99.23% | 99.23% |
15.11.2024 | 1.90% | 0.57 CHF | 0.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 78'464 CHF | 26'655 CHF | 99.17% | 99.17% |
14.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 98'624 CHF | 33'625 CHF | 99.16% | 99.16% |
13.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'404 CHF | 32'218 CHF | 99.16% | 99.16% |
12.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'904 CHF | 31'718 CHF | 99.17% | 99.17% |
11.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'353 CHF | 31'534 CHF | 99.17% | 99.17% |
08.11.2024 | 2.66% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 83'444 CHF | 28'565 CHF | 99.17% | 99.17% |