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 | 1.59% | 0.67 CHF | 0.67 CHF | 250'000 | 250'000 | 129'936 | 129'406 | 86'054 CHF | 86'849 CHF | 99.39% | 99.39% |
19.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 130'171 | 129'636 | 84'551 CHF | 85'338 CHF | 98.61% | 98.61% |
18.11.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 129'681 | 129'146 | 90'396 CHF | 91'165 CHF | 98.75% | 98.75% |
15.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 130'896 | 130'375 | 89'518 CHF | 90'313 CHF | 96.04% | 96.04% |
14.11.2024 | 1.45% | 0.71 CHF | 0.71 CHF | 250'000 | 250'000 | 129'921 | 129'479 | 93'134 CHF | 93'958 CHF | 99.07% | 99.07% |
13.11.2024 | 1.49% | 0.72 CHF | 0.72 CHF | 250'000 | 250'000 | 132'191 | 131'737 | 92'412 CHF | 93'240 CHF | 93.66% | 93.66% |
12.11.2024 | 1.50% | 0.70 CHF | 0.70 CHF | 250'000 | 250'000 | 131'001 | 130'450 | 91'563 CHF | 92'318 CHF | 95.93% | 95.93% |
11.11.2024 | 1.60% | 0.70 CHF | 0.70 CHF | 250'000 | 250'000 | 129'837 | 129'305 | 86'444 CHF | 87'246 CHF | 99.28% | 99.28% |
08.11.2024 | 1.75% | 0.63 CHF | 0.63 CHF | 250'000 | 250'000 | 131'236 | 129'648 | 79'604 CHF | 79'796 CHF | 98.60% | 98.60% |
07.11.2024 | 1.71% | 0.62 CHF | 0.62 CHF | 250'000 | 250'000 | 131'982 | 130'532 | 80'657 CHF | 80'926 CHF | 97.25% | 97.25% |