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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.87% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 129'834 | 129'302 | 84'213 CHF | 85'360 CHF | 99.68% | 99.68% |
20.11.2024 | 1.87% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 130'346 | 129'389 | 82'082 CHF | 82'955 CHF | 99.44% | 99.44% |
19.11.2024 | 1.91% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 130'166 | 129'631 | 80'298 CHF | 81'437 CHF | 98.62% | 98.62% |
18.11.2024 | 1.66% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 129'678 | 129'143 | 86'102 CHF | 87'147 CHF | 98.76% | 98.76% |
15.11.2024 | 1.78% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 130'893 | 130'372 | 85'115 CHF | 86'226 CHF | 96.05% | 96.05% |
14.11.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 130'009 | 129'476 | 88'771 CHF | 89'792 CHF | 99.08% | 99.08% |
13.11.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 132'186 | 131'732 | 87'993 CHF | 89'055 CHF | 93.67% | 93.67% |
12.11.2024 | 1.72% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 131'004 | 130'454 | 87'197 CHF | 88'281 CHF | 95.92% | 95.92% |
11.11.2024 | 1.96% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 130'898 | 129'302 | 82'760 CHF | 83'314 CHF | 99.28% | 99.28% |
08.11.2024 | 2.05% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 131'292 | 129'701 | 75'288 CHF | 75'846 CHF | 98.42% | 98.42% |