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 | 1.82% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'979 CHF | 55'392 CHF | 99.38% | 99.38% |
19.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 153'914 CHF | 62'566 CHF | 99.38% | 99.38% |
18.11.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'060 CHF | 59'024 CHF | 99.38% | 99.38% |
15.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 143'441 CHF | 58'377 CHF | 99.37% | 99.37% |
14.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'199 CHF | 61'480 CHF | 99.38% | 99.38% |
13.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 169'995 CHF | 68'998 CHF | 99.38% | 99.38% |
12.11.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'315 CHF | 64'326 CHF | 99.11% | 99.11% |
11.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 153'344 CHF | 62'338 CHF | 99.38% | 99.38% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'183 CHF | 64'673 CHF | 99.38% | 99.38% |
07.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 153'156 CHF | 62'263 CHF | 98.69% | 98.69% |