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 | 1.78% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'435 CHF | 56'774 CHF | 99.17% | 99.17% |
19.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'388 CHF | 59'155 CHF | 99.17% | 99.17% |
18.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'747 CHF | 59'299 CHF | 99.23% | 99.23% |
15.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'833 CHF | 56'933 CHF | 99.17% | 99.17% |
14.11.2024 | 1.78% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'508 CHF | 56'803 CHF | 99.16% | 99.16% |
13.11.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'311 CHF | 45'124 CHF | 99.16% | 99.16% |
12.11.2024 | 2.10% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'912 CHF | 48'165 CHF | 99.17% | 99.17% |
11.11.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 137'042 CHF | 55'817 CHF | 99.17% | 99.17% |
08.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 143'274 CHF | 58'310 CHF | 99.17% | 99.17% |
07.11.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'891 CHF | 64'556 CHF | 98.06% | 98.06% |