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 | 1.27% | 0.80 CHF | 0.81 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 196'096 CHF | 59'579 CHF | 99.41% | 99.41% |
19.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 196'898 CHF | 59'819 CHF | 99.41% | 99.41% |
18.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 189'415 CHF | 57'575 CHF | 97.65% | 97.65% |
15.11.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 177'685 CHF | 54'056 CHF | 99.41% | 99.41% |
14.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 177'566 CHF | 54'020 CHF | 99.41% | 99.41% |
13.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 174'655 CHF | 53'146 CHF | 96.98% | 96.98% |
12.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 166'850 CHF | 50'805 CHF | 96.81% | 96.81% |
11.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 170'306 CHF | 51'842 CHF | 99.42% | 99.42% |
08.11.2024 | 1.39% | 0.67 CHF | 0.68 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 178'696 CHF | 54'359 CHF | 90.77% | 90.77% |
07.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 181'538 CHF | 55'211 CHF | 98.70% | 98.70% |