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 | 1.81% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 136'999 CHF | 55'800 CHF | 99.17% | 99.17% |
19.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'233 CHF | 56'293 CHF | 99.17% | 99.17% |
18.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'366 CHF | 56'747 CHF | 99.23% | 99.23% |
15.11.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'194 CHF | 56'677 CHF | 99.17% | 99.17% |
14.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'718 CHF | 54'087 CHF | 99.16% | 99.16% |
13.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 126'164 CHF | 51'466 CHF | 99.17% | 99.17% |
12.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 120'800 CHF | 49'320 CHF | 99.17% | 99.17% |
11.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'331 CHF | 56'332 CHF | 99.17% | 99.17% |
08.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'177 CHF | 56'671 CHF | 99.17% | 99.17% |
07.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 136'407 CHF | 55'563 CHF | 98.06% | 98.06% |