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 | 1.78% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 129'992 | 129'464 | 90'262 CHF | 91'413 CHF | 99.25% | 99.25% |
19.11.2024 | 1.67% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 130'239 | 129'707 | 88'775 CHF | 89'840 CHF | 98.43% | 98.43% |
18.11.2024 | 1.85% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 129'199 | 129'199 | 94'285 CHF | 95'915 CHF | 98.63% | 98.63% |
15.11.2024 | 1.50% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 130'951 | 130'433 | 93'881 CHF | 94'893 CHF | 95.91% | 95.91% |
14.11.2024 | 1.45% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 129'532 | 129'532 | 97'312 CHF | 98'698 CHF | 98.94% | 98.94% |
13.11.2024 | 1.50% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 134'867 | 134'867 | 98'964 CHF | 100'408 CHF | 88.74% | 88.74% |
12.11.2024 | 1.57% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 130'506 | 130'506 | 95'478 CHF | 96'919 CHF | 95.80% | 95.80% |
11.11.2024 | 1.68% | 0.73 CHF | 0.74 CHF | 250'000 | 250'000 | 129'884 | 129'355 | 90'710 CHF | 91'787 CHF | 99.16% | 99.16% |
08.11.2024 | 1.85% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 130'282 | 129'754 | 83'317 CHF | 84'442 CHF | 98.29% | 98.29% |
07.11.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 131'066 | 130'585 | 84'293 CHF | 85'383 CHF | 97.13% | 97.13% |