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 | 2.10% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'944 CHF | 72'444 CHF | 100.00% | 100.00% |
19.11.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 58'525 CHF | 60'025 CHF | 99.92% | 99.92% |
18.11.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'453 CHF | 39'203 CHF | 99.92% | 99.92% |
15.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'094 CHF | 41'844 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'032 CHF | 34'782 CHF | 100.00% | 100.00% |
13.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'288 CHF | 27'038 CHF | 100.00% | 100.00% |
12.11.2024 | 2.80% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'680 CHF | 27'430 CHF | 99.70% | 99.70% |
11.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'940 CHF | 42'690 CHF | 99.85% | 99.85% |
08.11.2024 | 1.68% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 44'565 CHF | 45'315 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'285 CHF | 65'035 CHF | 99.91% | 99.91% |