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 | 1.34% | 0.72 CHF | 0.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 185'671 CHF | 56'451 CHF | 99.41% | 99.41% |
19.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 183'763 CHF | 55'879 CHF | 99.41% | 99.41% |
18.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 195'756 CHF | 59'477 CHF | 97.60% | 97.60% |
15.11.2024 | 1.17% | 0.78 CHF | 0.79 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 212'940 CHF | 64'632 CHF | 99.41% | 99.41% |
14.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 213'531 CHF | 64'809 CHF | 99.41% | 99.41% |
13.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 214'183 CHF | 65'005 CHF | 96.99% | 96.99% |
12.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 224'277 CHF | 68'033 CHF | 96.80% | 96.80% |
11.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 218'876 CHF | 66'413 CHF | 99.42% | 99.42% |
08.11.2024 | 1.22% | 0.88 CHF | 0.89 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 204'362 CHF | 62'059 CHF | 90.77% | 90.77% |
07.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 202'322 CHF | 61'447 CHF | 98.70% | 98.70% |