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 | 1.65% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 150'093 CHF | 61'037 CHF | 99.17% | 99.17% |
19.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 152'153 CHF | 61'861 CHF | 99.17% | 99.17% |
18.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'366 CHF | 62'746 CHF | 99.22% | 99.22% |
15.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 152'956 CHF | 62'183 CHF | 99.16% | 99.16% |
14.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'677 CHF | 63'271 CHF | 99.15% | 99.15% |
13.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'814 CHF | 64'926 CHF | 99.16% | 99.16% |
12.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 149'256 CHF | 60'703 CHF | 99.16% | 99.16% |
11.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'155 CHF | 56'262 CHF | 99.17% | 99.17% |
08.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 140'098 CHF | 57'039 CHF | 99.17% | 99.17% |
07.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'408 CHF | 56'763 CHF | 98.05% | 98.05% |