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 | 1.15% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'075 CHF | 87'430 CHF | 99.16% | 99.16% |
19.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 215'228 CHF | 87'091 CHF | 99.17% | 99.17% |
18.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'099 CHF | 83'840 CHF | 99.21% | 99.21% |
15.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 201'514 CHF | 81'605 CHF | 99.17% | 99.17% |
14.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'844 CHF | 81'338 CHF | 99.15% | 99.15% |
13.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 205'641 CHF | 83'256 CHF | 99.16% | 99.16% |
12.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'163 CHF | 81'065 CHF | 99.16% | 99.16% |
11.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 189'917 CHF | 76'967 CHF | 99.17% | 99.17% |
08.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'446 CHF | 77'579 CHF | 99.16% | 99.16% |
07.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 178'619 CHF | 72'448 CHF | 98.05% | 98.05% |