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% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'661 CHF | 72'161 CHF | 99.58% | 99.58% |
19.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 67'325 CHF | 68'825 CHF | 99.56% | 99.56% |
18.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'162 CHF | 70'662 CHF | 99.56% | 99.56% |
15.11.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 74'679 CHF | 76'179 CHF | 98.93% | 98.93% |
14.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'311 CHF | 76'811 CHF | 99.58% | 99.58% |
13.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 74'611 CHF | 76'111 CHF | 99.59% | 99.59% |
12.11.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 64'386 CHF | 65'636 CHF | 99.55% | 99.55% |
11.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 70'921 CHF | 72'171 CHF | 99.51% | 99.51% |
08.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 65'543 CHF | 66'793 CHF | 99.52% | 99.52% |
07.11.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'477 CHF | 82'977 CHF | 98.89% | 99.01% |