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 | 0.60% | 1.68 CHF | 1.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 417'746 CHF | 168'098 CHF | 99.16% | 99.16% |
19.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 418'132 CHF | 168'253 CHF | 99.16% | 99.16% |
18.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 412'179 CHF | 165'872 CHF | 99.22% | 99.22% |
15.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 410'643 CHF | 165'257 CHF | 99.17% | 99.17% |
14.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 415'808 CHF | 167'323 CHF | 99.15% | 99.15% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 414'612 CHF | 166'845 CHF | 99.17% | 99.17% |
12.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 410'682 CHF | 165'273 CHF | 99.16% | 99.16% |
11.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 397'649 CHF | 160'060 CHF | 99.17% | 99.17% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 399'022 CHF | 160'609 CHF | 99.16% | 99.16% |
07.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 390'716 CHF | 157'286 CHF | 97.98% | 97.98% |