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 | 1.33% | 0.77 CHF | 0.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 186'151 CHF | 56'595 CHF | 99.41% | 99.41% |
19.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 187'204 CHF | 56'911 CHF | 99.41% | 99.41% |
18.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 176'928 CHF | 53'828 CHF | 97.60% | 97.60% |
15.11.2024 | 1.54% | 0.72 CHF | 0.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 161'231 CHF | 49'119 CHF | 99.41% | 99.41% |
14.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 160'773 CHF | 48'982 CHF | 99.41% | 99.41% |
13.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 157'590 CHF | 48'027 CHF | 96.99% | 96.99% |
12.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 147'613 CHF | 45'034 CHF | 96.77% | 96.77% |
11.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 152'027 CHF | 46'358 CHF | 99.42% | 99.42% |
08.11.2024 | 1.51% | 0.60 CHF | 0.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 164'401 CHF | 50'070 CHF | 90.76% | 90.76% |
07.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 167'346 CHF | 50'954 CHF | 98.69% | 98.69% |