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 | 1.44% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'002 CHF | 70'201 CHF | 99.17% | 99.17% |
19.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'659 CHF | 66'464 CHF | 99.17% | 99.17% |
18.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'331 CHF | 69'532 CHF | 99.23% | 99.23% |
15.11.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'939 CHF | 68'176 CHF | 99.17% | 99.17% |
14.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 176'611 CHF | 71'644 CHF | 99.16% | 99.16% |
13.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 174'204 CHF | 70'682 CHF | 99.17% | 99.17% |
12.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 188'853 CHF | 76'541 CHF | 99.16% | 99.16% |
11.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 201'541 CHF | 81'617 CHF | 99.17% | 99.17% |
08.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 186'580 CHF | 75'632 CHF | 99.17% | 99.17% |
07.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 188'120 CHF | 76'248 CHF | 98.06% | 98.06% |