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 | 1.37% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'591 CHF | 36'697 CHF | 99.17% | 99.17% |
19.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'937 CHF | 36'146 CHF | 99.17% | 99.17% |
18.11.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 109'998 CHF | 37'166 CHF | 99.22% | 99.22% |
15.11.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 109'675 CHF | 37'058 CHF | 99.17% | 99.17% |
14.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 107'013 CHF | 36'171 CHF | 99.15% | 99.15% |
13.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 103'052 CHF | 34'851 CHF | 99.16% | 99.16% |
12.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'335 CHF | 33'945 CHF | 99.16% | 99.16% |
11.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 111'333 CHF | 37'611 CHF | 99.16% | 99.16% |
08.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 110'548 CHF | 37'349 CHF | 99.16% | 99.16% |
07.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 110'349 CHF | 37'283 CHF | 98.18% | 98.18% |