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 | 1.45% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'068 CHF | 69'427 CHF | 99.38% | 99.38% |
19.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 177'472 CHF | 71'989 CHF | 99.38% | 99.38% |
18.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 172'763 CHF | 70'105 CHF | 99.38% | 99.38% |
15.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'086 CHF | 65'034 CHF | 99.37% | 99.37% |
14.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'957 CHF | 64'583 CHF | 99.38% | 99.38% |
13.11.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'310 CHF | 69'124 CHF | 99.38% | 99.38% |
12.11.2024 | 1.58% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'779 CHF | 63'712 CHF | 99.11% | 99.11% |
11.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'200 CHF | 59'480 CHF | 99.38% | 99.38% |
08.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 157'793 CHF | 64'117 CHF | 99.38% | 99.38% |
07.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'330 CHF | 64'332 CHF | 98.69% | 98.69% |