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 | 1.87% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'430 CHF | 53'972 CHF | 99.17% | 99.17% |
19.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'737 CHF | 54'495 CHF | 99.17% | 99.17% |
18.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 131'535 CHF | 53'614 CHF | 99.23% | 99.23% |
15.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'204 CHF | 53'882 CHF | 99.17% | 99.17% |
14.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'857 CHF | 54'543 CHF | 99.16% | 99.16% |
13.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 136'520 CHF | 55'608 CHF | 99.17% | 99.17% |
12.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'588 CHF | 56'435 CHF | 99.17% | 99.17% |
11.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 131'530 CHF | 53'612 CHF | 99.17% | 99.17% |
08.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'063 CHF | 53'825 CHF | 99.17% | 99.17% |
07.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'421 CHF | 53'968 CHF | 98.60% | 98.60% |