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 | 1.77% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 280'224 CHF | 57'045 CHF | 99.27% | 99.27% |
19.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 292'633 CHF | 59'527 CHF | 99.27% | 99.27% |
18.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 289'183 CHF | 58'837 CHF | 99.27% | 99.27% |
15.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 282'880 CHF | 57'576 CHF | 99.27% | 99.27% |
14.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 285'961 CHF | 58'192 CHF | 99.27% | 99.27% |
13.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 288'659 CHF | 58'732 CHF | 99.27% | 99.27% |
12.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 282'740 CHF | 57'548 CHF | 99.25% | 99.25% |
11.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 271'411 CHF | 55'282 CHF | 99.27% | 99.27% |
08.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 273'896 CHF | 55'779 CHF | 99.25% | 99.25% |
07.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 280'000 CHF | 57'000 CHF | 1.12% | 1.12% |