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 | 1.72% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 130'995 | 129'402 | 77'531 CHF | 77'904 CHF | 99.40% | 99.40% |
19.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 131'239 | 129'633 | 76'048 CHF | 76'473 CHF | 98.61% | 98.61% |
18.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 129'679 | 129'145 | 81'186 CHF | 82'177 CHF | 98.76% | 98.76% |
15.11.2024 | 2.31% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 131'937 | 130'374 | 80'732 CHF | 81'500 CHF | 96.04% | 96.04% |
14.11.2024 | 2.06% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 130'011 | 129'477 | 83'750 CHF | 85'029 CHF | 99.08% | 99.08% |
13.11.2024 | 1.77% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 134'985 | 134'223 | 84'676 CHF | 85'657 CHF | 89.73% | 89.73% |
12.11.2024 | 1.94% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 130'997 | 130'446 | 82'274 CHF | 83'441 CHF | 95.95% | 95.95% |
11.11.2024 | 1.84% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 130'899 | 129'304 | 78'010 CHF | 78'477 CHF | 99.28% | 99.28% |
08.11.2024 | 2.32% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'298 | 129'652 | 70'894 CHF | 71'008 CHF | 98.58% | 98.58% |
07.11.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 132'948 | 130'530 | 71'866 CHF | 71'960 CHF | 97.26% | 97.26% |