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 | 1.64% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'192 CHF | 61'477 CHF | 99.16% | 99.16% |
19.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'655 CHF | 63'262 CHF | 99.16% | 99.16% |
18.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'757 CHF | 64'503 CHF | 99.22% | 99.22% |
15.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'372 CHF | 63'549 CHF | 99.17% | 99.17% |
14.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'465 CHF | 65'186 CHF | 99.15% | 99.15% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'800 CHF | 67'720 CHF | 99.16% | 99.16% |
12.11.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'175 CHF | 61'470 CHF | 99.15% | 99.15% |
11.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'898 CHF | 54'559 CHF | 99.16% | 99.16% |
08.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 137'127 CHF | 55'851 CHF | 99.16% | 99.16% |
07.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'362 CHF | 55'145 CHF | 98.06% | 98.06% |