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 | 1.35% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'288 CHF | 74'715 CHF | 99.17% | 99.17% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'051 CHF | 75'020 CHF | 99.17% | 99.17% |
18.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'014 CHF | 74'606 CHF | 99.22% | 99.22% |
15.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 180'158 CHF | 73'063 CHF | 99.16% | 99.16% |
14.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 178'311 CHF | 72'324 CHF | 99.15% | 99.15% |
13.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 177'346 CHF | 71'938 CHF | 99.17% | 99.17% |
12.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'450 CHF | 69'580 CHF | 99.16% | 99.16% |
11.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'828 CHF | 68'131 CHF | 99.17% | 99.17% |
08.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 169'072 CHF | 68'629 CHF | 99.17% | 99.17% |
07.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'156 CHF | 66'263 CHF | 97.98% | 97.98% |