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 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'228 CHF | 70'291 CHF | 99.17% | 99.17% |
19.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'849 CHF | 66'940 CHF | 99.17% | 99.17% |
18.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'717 CHF | 69'687 CHF | 99.22% | 99.22% |
15.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'867 CHF | 71'347 CHF | 99.17% | 99.17% |
14.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'509 CHF | 70'404 CHF | 99.16% | 99.16% |
13.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'642 CHF | 65'257 CHF | 99.17% | 99.17% |
12.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'146 CHF | 67'458 CHF | 99.16% | 99.16% |
11.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'585 CHF | 68'034 CHF | 99.17% | 99.17% |
08.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 161'002 CHF | 65'401 CHF | 99.17% | 99.17% |
07.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'419 CHF | 66'768 CHF | 98.06% | 98.06% |