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 | 1.80% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 129'961 | 129'429 | 82'419 CHF | 83'505 CHF | 99.34% | 99.34% |
19.11.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 130'203 | 129'669 | 80'913 CHF | 81'984 CHF | 98.52% | 98.52% |
18.11.2024 | 2.09% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 129'706 | 129'172 | 86'759 CHF | 88'082 CHF | 98.69% | 98.69% |
15.11.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 130'924 | 130'405 | 85'930 CHF | 86'965 CHF | 95.97% | 95.97% |
14.11.2024 | 1.63% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 130'038 | 129'506 | 89'764 CHF | 90'823 CHF | 99.01% | 99.01% |
13.11.2024 | 1.70% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 135'041 | 134'835 | 90'916 CHF | 92'265 CHF | 88.80% | 88.80% |
12.11.2024 | 1.71% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 131'016 | 130'467 | 87'973 CHF | 89'047 CHF | 95.90% | 95.90% |
11.11.2024 | 1.83% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 130'922 | 129'330 | 83'546 CHF | 84'006 CHF | 99.22% | 99.22% |
08.11.2024 | 1.94% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 131'316 | 129'730 | 76'181 CHF | 76'680 CHF | 98.35% | 98.35% |
07.11.2024 | 1.89% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 132'005 | 130'558 | 77'066 CHF | 77'646 CHF | 97.19% | 97.19% |