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 | 0.67% | 1.51 CHF | 1.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 370'643 CHF | 373'143 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 365'592 CHF | 368'092 CHF | 99.91% | 99.91% |
18.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 370'768 CHF | 373'268 CHF | 99.91% | 99.91% |
15.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 370'051 CHF | 372'551 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 376'379 CHF | 378'879 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 356'654 CHF | 359'154 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 355'154 CHF | 357'654 CHF | 99.70% | 99.70% |
11.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 344'845 CHF | 347'345 CHF | 99.91% | 99.91% |
08.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 318'853 CHF | 321'353 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 318'090 CHF | 320'590 CHF | 95.89% | 95.89% |