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 | 1.50% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 165'616 CHF | 67'247 CHF | 99.17% | 99.17% |
19.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'851 CHF | 67'740 CHF | 99.17% | 99.17% |
18.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 168'201 CHF | 68'281 CHF | 99.23% | 99.23% |
15.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'897 CHF | 68'159 CHF | 99.17% | 99.17% |
14.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 161'356 CHF | 65'542 CHF | 99.16% | 99.16% |
13.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'729 CHF | 62'892 CHF | 99.17% | 99.17% |
12.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 149'566 CHF | 60'826 CHF | 99.17% | 99.17% |
11.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'580 CHF | 67'632 CHF | 99.17% | 99.17% |
08.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'803 CHF | 68'121 CHF | 99.17% | 99.17% |
07.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 165'069 CHF | 67'028 CHF | 98.06% | 98.06% |