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 | 0.90% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'221 CHF | 111'088 CHF | 99.17% | 99.17% |
19.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 281'271 CHF | 113'509 CHF | 99.17% | 99.17% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 281'815 CHF | 113'726 CHF | 99.23% | 99.23% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'739 CHF | 111'296 CHF | 99.16% | 99.16% |
14.11.2024 | 0.91% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'092 CHF | 111'037 CHF | 99.16% | 99.16% |
13.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'485 CHF | 99'594 CHF | 99.17% | 99.17% |
12.11.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'073 CHF | 102'629 CHF | 99.17% | 99.17% |
11.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 272'813 CHF | 110'125 CHF | 99.17% | 99.17% |
08.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 279'163 CHF | 112'665 CHF | 99.17% | 99.17% |
07.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 99'988 | 294'501 CHF | 118'787 CHF | 98.06% | 98.06% |