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 | 1.68% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 147'376 CHF | 59'950 CHF | 99.38% | 99.38% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'113 CHF | 62'645 CHF | 99.38% | 99.38% |
18.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 149'231 CHF | 60'693 CHF | 99.38% | 99.38% |
15.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 136'637 CHF | 55'655 CHF | 99.37% | 99.37% |
14.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'305 CHF | 55'122 CHF | 99.38% | 99.38% |
13.11.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'616 CHF | 59'647 CHF | 99.38% | 99.38% |
12.11.2024 | 1.86% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'269 CHF | 54'308 CHF | 99.11% | 99.11% |
11.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 122'286 CHF | 49'914 CHF | 99.38% | 99.38% |
08.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'109 CHF | 54'644 CHF | 99.38% | 99.38% |
07.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'687 CHF | 54'875 CHF | 98.69% | 98.69% |