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 | 1.51% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'527 CHF | 66'811 CHF | 99.17% | 99.17% |
19.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'189 CHF | 64'676 CHF | 99.17% | 99.17% |
18.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'460 CHF | 69'184 CHF | 99.23% | 99.23% |
15.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'388 CHF | 71'155 CHF | 99.17% | 99.17% |
14.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 161'366 CHF | 65'547 CHF | 99.16% | 99.16% |
13.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'722 CHF | 63'289 CHF | 99.17% | 99.17% |
12.11.2024 | 1.44% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 172'105 CHF | 69'842 CHF | 99.17% | 99.17% |
11.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 182'241 CHF | 73'897 CHF | 99.17% | 99.17% |
08.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 168'614 CHF | 68'446 CHF | 99.17% | 99.17% |
07.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 157'054 CHF | 63'822 CHF | 98.60% | 98.60% |