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 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'788 CHF | 67'715 CHF | 99.16% | 99.16% |
19.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'587 CHF | 68'035 CHF | 99.16% | 99.16% |
18.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'605 CHF | 67'642 CHF | 99.22% | 99.22% |
15.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 162'710 CHF | 66'084 CHF | 99.16% | 99.16% |
14.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'811 CHF | 65'324 CHF | 99.16% | 99.16% |
13.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'846 CHF | 64'938 CHF | 99.16% | 99.16% |
12.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'069 CHF | 62'628 CHF | 99.16% | 99.16% |
11.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 150'428 CHF | 61'171 CHF | 99.17% | 99.17% |
08.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'598 CHF | 61'639 CHF | 99.16% | 99.16% |
07.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'656 CHF | 59'262 CHF | 98.05% | 98.05% |