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 | 1.30% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'962 CHF | 77'385 CHF | 99.17% | 99.17% |
19.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'220 CHF | 78'688 CHF | 99.17% | 99.17% |
18.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 195'954 CHF | 79'382 CHF | 99.22% | 99.22% |
15.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'620 CHF | 78'848 CHF | 99.17% | 99.17% |
14.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'257 CHF | 79'903 CHF | 99.15% | 99.15% |
13.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 201'644 CHF | 81'657 CHF | 99.16% | 99.16% |
12.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'019 CHF | 77'407 CHF | 99.16% | 99.16% |
11.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'481 CHF | 72'792 CHF | 99.17% | 99.17% |
08.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 181'933 CHF | 73'773 CHF | 99.16% | 99.16% |
07.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 180'341 CHF | 73'136 CHF | 97.98% | 97.98% |