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 | 1.12% | 0.90 CHF | 0.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 133'671 CHF | 45'057 CHF | 99.38% | 99.38% |
19.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 130'917 CHF | 44'139 CHF | 99.37% | 99.37% |
18.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 124'400 CHF | 41'967 CHF | 99.37% | 99.37% |
15.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 117'119 CHF | 39'540 CHF | 99.36% | 99.36% |
14.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 121'564 CHF | 41'021 CHF | 99.38% | 99.38% |
13.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 123'892 CHF | 41'798 CHF | 99.37% | 99.37% |
12.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 117'883 CHF | 39'794 CHF | 99.15% | 99.15% |
11.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'836 CHF | 36'779 CHF | 99.38% | 99.38% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 111'412 CHF | 37'637 CHF | 99.37% | 99.37% |
07.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 105'196 CHF | 35'565 CHF | 98.58% | 98.58% |