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 | 1.54% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 129'916 | 129'386 | 89'755 CHF | 90'751 CHF | 99.45% | 99.45% |
19.11.2024 | 1.69% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 130'164 | 129'629 | 88'183 CHF | 89'256 CHF | 98.63% | 98.63% |
18.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 129'142 | 129'142 | 93'621 CHF | 94'982 CHF | 98.76% | 98.76% |
15.11.2024 | 1.79% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 130'892 | 130'371 | 93'080 CHF | 94'274 CHF | 96.05% | 96.05% |
14.11.2024 | 1.54% | 0.73 CHF | 0.74 CHF | 250'000 | 250'000 | 129'474 | 129'474 | 96'240 CHF | 97'667 CHF | 99.08% | 99.08% |
13.11.2024 | 1.43% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 131'815 | 131'731 | 95'683 CHF | 96'978 CHF | 93.68% | 93.68% |
12.11.2024 | 1.61% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 130'449 | 130'449 | 94'703 CHF | 96'176 CHF | 95.93% | 95.93% |
11.11.2024 | 1.79% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 129'832 | 129'300 | 89'941 CHF | 91'111 CHF | 99.29% | 99.29% |
08.11.2024 | 1.86% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 130'172 | 129'643 | 82'434 CHF | 83'570 CHF | 98.61% | 98.61% |
07.11.2024 | 1.95% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 131'010 | 130'527 | 83'732 CHF | 84'961 CHF | 97.27% | 97.27% |