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 | 1.76% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 140'811 CHF | 57'324 CHF | 99.16% | 99.16% |
19.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 141'708 CHF | 57'683 CHF | 99.17% | 99.17% |
18.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 141'040 CHF | 57'416 CHF | 99.21% | 99.21% |
15.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 136'934 CHF | 55'773 CHF | 99.16% | 99.16% |
14.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'957 CHF | 54'983 CHF | 99.15% | 99.15% |
13.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'304 CHF | 54'722 CHF | 99.16% | 99.16% |
12.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 128'496 CHF | 52'399 CHF | 99.17% | 99.17% |
11.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 124'772 CHF | 50'909 CHF | 99.17% | 99.17% |
08.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 125'541 CHF | 51'217 CHF | 99.17% | 99.17% |
07.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'918 CHF | 48'967 CHF | 98.06% | 98.06% |