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 | 1.46% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'362 CHF | 69'145 CHF | 99.17% | 99.17% |
19.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'368 CHF | 70'347 CHF | 99.17% | 99.17% |
18.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'011 CHF | 71'005 CHF | 99.22% | 99.22% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'786 CHF | 70'514 CHF | 99.17% | 99.17% |
14.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 176'758 CHF | 71'703 CHF | 99.15% | 99.15% |
13.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 180'710 CHF | 73'284 CHF | 99.16% | 99.16% |
12.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'384 CHF | 69'154 CHF | 99.16% | 99.16% |
11.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'715 CHF | 64'486 CHF | 99.17% | 99.17% |
08.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'741 CHF | 65'296 CHF | 99.16% | 99.16% |
07.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'916 CHF | 64'967 CHF | 98.05% | 98.05% |