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 | 1.32% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'841 CHF | 76'137 CHF | 99.17% | 99.17% |
19.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 188'602 CHF | 76'441 CHF | 99.17% | 99.17% |
18.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 196'652 CHF | 79'661 CHF | 99.22% | 99.22% |
15.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'486 CHF | 82'395 CHF | 99.16% | 99.16% |
14.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 204'156 CHF | 82'662 CHF | 99.15% | 99.15% |
13.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 199'359 CHF | 80'744 CHF | 99.16% | 99.16% |
12.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 204'838 CHF | 82'935 CHF | 99.15% | 99.15% |
11.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'216 CHF | 87'486 CHF | 99.17% | 99.17% |
08.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 215'164 CHF | 87'066 CHF | 99.16% | 99.16% |
07.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 227'720 CHF | 92'088 CHF | 98.06% | 98.06% |