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 | 1.33% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 111'677 CHF | 37'726 CHF | 99.16% | 99.16% |
19.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 110'747 CHF | 37'416 CHF | 99.17% | 99.17% |
18.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 113'816 CHF | 38'439 CHF | 99.22% | 99.22% |
15.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 113'820 CHF | 38'440 CHF | 99.16% | 99.16% |
14.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 111'085 CHF | 37'528 CHF | 99.15% | 99.15% |
13.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 107'407 CHF | 36'302 CHF | 99.17% | 99.17% |
12.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 105'298 CHF | 35'599 CHF | 99.16% | 99.16% |
11.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 114'761 CHF | 38'754 CHF | 99.17% | 99.17% |
08.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 113'788 CHF | 38'429 CHF | 99.16% | 99.16% |
07.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 113'904 CHF | 38'468 CHF | 98.18% | 98.18% |