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 | 1.28% | 0.78 CHF | 0.79 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 193'461 CHF | 19'596 CHF | 99.38% | 99.38% |
19.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 192'823 CHF | 19'532 CHF | 99.38% | 99.38% |
18.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 183'048 CHF | 18'555 CHF | 99.37% | 99.37% |
15.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 176'519 CHF | 17'902 CHF | 99.36% | 99.36% |
14.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 176'214 CHF | 17'871 CHF | 99.38% | 99.38% |
13.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 183'685 CHF | 18'619 CHF | 99.38% | 99.38% |
12.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 183'651 CHF | 18'615 CHF | 99.15% | 99.15% |
11.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 173'648 CHF | 17'615 CHF | 99.38% | 99.38% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 177'352 CHF | 17'985 CHF | 99.37% | 99.37% |
07.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 169'025 CHF | 17'153 CHF | 96.22% | 96.22% |