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 | 1.68% | 0.59 CHF | 0.60 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 147'640 CHF | 30'028 CHF | 99.17% | 99.17% |
19.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 146'524 CHF | 29'805 CHF | 99.17% | 99.17% |
18.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 149'024 CHF | 30'305 CHF | 99.23% | 99.23% |
15.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 149'057 CHF | 30'311 CHF | 99.17% | 99.17% |
14.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 146'894 CHF | 29'879 CHF | 99.16% | 99.16% |
13.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 143'591 CHF | 29'218 CHF | 99.17% | 99.17% |
12.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 141'125 CHF | 28'725 CHF | 99.17% | 99.17% |
11.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 150'682 CHF | 30'636 CHF | 99.17% | 99.17% |
08.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 149'772 CHF | 30'455 CHF | 99.17% | 99.17% |
07.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 149'846 CHF | 30'469 CHF | 98.05% | 98.05% |