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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 497'613 CHF | 200'045 CHF | 99.04% | 99.04% |
25.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 488'356 CHF | 196'342 CHF | 99.17% | 99.17% |
22.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 488'587 CHF | 196'435 CHF | 99.16% | 99.16% |
20.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 482'351 CHF | 193'941 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 484'322 CHF | 194'729 CHF | 99.17% | 99.17% |
18.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 473'417 CHF | 190'367 CHF | 99.23% | 99.23% |
15.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 463'762 CHF | 186'505 CHF | 99.17% | 99.17% |
14.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 473'078 CHF | 190'231 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 477'600 CHF | 192'040 CHF | 99.17% | 99.17% |
12.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 472'088 CHF | 189'835 CHF | 99.16% | 99.16% |