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 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'461 CHF | 52'961 CHF | 100.00% | 100.00% |
19.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 46'023 CHF | 47'273 CHF | 100.00% | 100.00% |
18.11.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'027 CHF | 56'527 CHF | 100.00% | 100.00% |
15.11.2024 | 3.03% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'120 CHF | 67'120 CHF | 100.00% | 100.00% |
14.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'078 CHF | 57'078 CHF | 100.00% | 100.00% |
13.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'658 CHF | 58'658 CHF | 100.00% | 100.00% |
12.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'166 CHF | 56'166 CHF | 100.00% | 100.00% |
11.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'767 CHF | 57'767 CHF | 100.00% | 100.00% |
08.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'239 CHF | 61'239 CHF | 100.00% | 100.00% |
07.11.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'350 CHF | 55'100 CHF | 100.00% | 100.00% |