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 | 1.53% | 0.60 CHF | 0.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 162'808 CHF | 49'592 CHF | 98.75% | 98.75% |
19.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 163'836 CHF | 49'901 CHF | 90.68% | 90.68% |
18.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 184'660 CHF | 56'148 CHF | 96.65% | 96.65% |
15.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 177'204 CHF | 53'911 CHF | 98.33% | 98.33% |
14.11.2024 | 1.60% | 0.67 CHF | 0.68 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 155'715 CHF | 47'464 CHF | 98.99% | 98.99% |
13.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 250'000 | 75'000 | 250'000 | 74'991 | 139'342 CHF | 42'548 CHF | 86.98% | 86.98% |
12.11.2024 | 1.45% | 0.61 CHF | 0.62 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 171'201 CHF | 52'110 CHF | 96.30% | 96.30% |
11.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 166'857 CHF | 50'807 CHF | 98.97% | 98.97% |
08.11.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 165'129 CHF | 50'289 CHF | 98.90% | 98.90% |
07.11.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 191'729 CHF | 58'269 CHF | 98.19% | 98.19% |