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 | 150'000 | 75'000 | 150'000 | 75'000 | 103'462 CHF | 52'481 CHF | 99.17% | 99.17% |
19.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 101'940 CHF | 51'720 CHF | 99.17% | 99.17% |
18.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 94'869 CHF | 48'185 CHF | 99.22% | 99.22% |
15.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 95'275 CHF | 48'388 CHF | 99.16% | 99.16% |
14.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 95'178 CHF | 48'339 CHF | 99.15% | 99.15% |
13.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 91'687 CHF | 46'593 CHF | 99.16% | 99.16% |
12.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 95'603 CHF | 48'551 CHF | 99.16% | 99.16% |
11.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 92'536 CHF | 47'018 CHF | 99.16% | 99.16% |
08.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 85'575 CHF | 43'537 CHF | 99.17% | 99.17% |
07.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 84'901 CHF | 43'201 CHF | 98.19% | 98.19% |