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 | 0.50% | 2.00 CHF | 2.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 495'346 CHF | 199'139 CHF | 99.16% | 99.16% |
19.11.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 511'603 CHF | 205'641 CHF | 96.92% | 96.92% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 551'403 CHF | 221'561 CHF | 99.22% | 99.22% |
15.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 556'779 CHF | 223'711 CHF | 99.16% | 99.16% |
14.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 569'595 CHF | 228'838 CHF | 99.15% | 99.15% |
13.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 555'145 CHF | 223'058 CHF | 99.17% | 99.17% |
12.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 597'028 CHF | 239'811 CHF | 99.16% | 99.16% |
11.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 621'614 CHF | 249'645 CHF | 99.17% | 99.17% |
08.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 597'304 CHF | 239'922 CHF | 99.17% | 99.17% |
07.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 605'509 CHF | 243'204 CHF | 98.03% | 98.03% |