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 | 1.79% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 131'013 | 129'426 | 78'995 CHF | 79'411 CHF | 99.35% | 99.35% |
19.11.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 131'269 | 129'667 | 77'538 CHF | 77'935 CHF | 98.53% | 98.53% |
18.11.2024 | 1.92% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 129'704 | 129'171 | 82'610 CHF | 83'775 CHF | 98.69% | 98.69% |
15.11.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 131'961 | 130'403 | 82'470 CHF | 82'891 CHF | 95.98% | 95.98% |
14.11.2024 | 1.86% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 130'036 | 129'504 | 85'490 CHF | 86'670 CHF | 99.01% | 99.01% |
13.11.2024 | 2.37% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 132'214 | 131'761 | 84'429 CHF | 85'971 CHF | 93.61% | 93.61% |
12.11.2024 | 1.81% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 131'013 | 130'464 | 83'869 CHF | 84'968 CHF | 95.91% | 95.91% |
11.11.2024 | 1.88% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 130'921 | 129'329 | 79'473 CHF | 79'951 CHF | 99.22% | 99.22% |
08.11.2024 | 2.18% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 132'317 | 129'677 | 72'523 CHF | 72'564 CHF | 98.52% | 98.52% |
07.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'968 | 130'556 | 73'385 CHF | 73'421 CHF | 97.20% | 97.20% |