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 | 0.53% | 1.92 CHF | 1.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 471'173 CHF | 473'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 465'803 CHF | 468'303 CHF | 99.91% | 99.91% |
18.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 471'353 CHF | 473'853 CHF | 99.91% | 99.91% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 470'908 CHF | 473'408 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 477'429 CHF | 479'929 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 456'831 CHF | 459'331 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 455'302 CHF | 457'802 CHF | 99.70% | 99.70% |
11.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 444'778 CHF | 447'278 CHF | 99.91% | 99.91% |
08.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 418'026 CHF | 420'526 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 417'501 CHF | 420'001 CHF | 95.89% | 95.89% |