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 | 0.76% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 328'832 CHF | 132'533 CHF | 99.16% | 99.16% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 329'702 CHF | 132'881 CHF | 99.17% | 99.17% |
18.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 337'786 CHF | 136'114 CHF | 99.22% | 99.22% |
15.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 343'486 CHF | 138'395 CHF | 99.17% | 99.17% |
14.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 344'312 CHF | 138'725 CHF | 99.15% | 99.15% |
13.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 339'671 CHF | 136'868 CHF | 99.16% | 99.16% |
12.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 344'945 CHF | 138'978 CHF | 99.15% | 99.15% |
11.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 356'260 CHF | 143'504 CHF | 99.16% | 99.16% |
08.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 355'985 CHF | 143'394 CHF | 99.16% | 99.16% |
07.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 368'608 CHF | 148'443 CHF | 98.05% | 98.05% |