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 | 1.91% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 130'007 CHF | 132'507 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 128'431 CHF | 130'931 CHF | 92.93% | 92.93% |
18.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 137'191 CHF | 139'691 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 144'488 CHF | 146'988 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 159'222 CHF | 161'722 CHF | 99.24% | 99.24% |
13.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 247'699 | 247'699 | 166'178 CHF | 168'655 CHF | 99.40% | 99.40% |
12.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 166'407 CHF | 168'907 CHF | 100.00% | 100.00% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 175'800 CHF | 178'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 169'283 CHF | 171'783 CHF | 100.00% | 100.00% |
07.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 178'120 CHF | 180'620 CHF | 59.34% | 59.34% |