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 | 1.67% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 148'932 CHF | 60'573 CHF | 99.17% | 99.17% |
19.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 143'388 CHF | 58'355 CHF | 99.17% | 99.17% |
18.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'721 CHF | 62'889 CHF | 99.23% | 99.23% |
15.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'807 CHF | 64'923 CHF | 99.17% | 99.17% |
14.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'852 CHF | 59'341 CHF | 99.16% | 99.16% |
13.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 140'094 CHF | 57'038 CHF | 99.17% | 99.17% |
12.11.2024 | 1.59% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'645 CHF | 63'658 CHF | 99.17% | 99.17% |
11.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'532 CHF | 67'613 CHF | 99.17% | 99.17% |
08.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 153'156 CHF | 62'262 CHF | 99.17% | 99.17% |
07.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 141'371 CHF | 57'549 CHF | 98.60% | 98.60% |