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 | 1.43% | 0.71 CHF | 0.72 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 173'251 CHF | 52'725 CHF | 99.37% | 99.37% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 174'300 CHF | 53'040 CHF | 99.38% | 99.38% |
18.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 163'956 CHF | 49'937 CHF | 97.51% | 97.51% |
15.11.2024 | 1.67% | 0.66 CHF | 0.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 148'177 CHF | 45'203 CHF | 99.38% | 99.38% |
14.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 147'792 CHF | 45'088 CHF | 99.37% | 99.37% |
13.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 144'525 CHF | 44'108 CHF | 96.85% | 96.85% |
12.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 134'506 CHF | 41'102 CHF | 96.91% | 96.91% |
11.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 139'148 CHF | 42'494 CHF | 99.39% | 99.39% |
08.11.2024 | 1.64% | 0.55 CHF | 0.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 151'392 CHF | 46'168 CHF | 90.77% | 90.77% |
07.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 154'539 CHF | 47'112 CHF | 98.71% | 98.71% |