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 | 0.68% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 368'141 CHF | 148'256 CHF | 99.17% | 99.17% |
19.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 370'495 CHF | 149'198 CHF | 99.17% | 99.17% |
18.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'416 CHF | 144'766 CHF | 99.23% | 99.23% |
15.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 349'827 CHF | 140'931 CHF | 99.17% | 99.17% |
14.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 358'867 CHF | 144'547 CHF | 99.16% | 99.16% |
13.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 363'555 CHF | 146'422 CHF | 99.17% | 99.17% |
12.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 358'325 CHF | 144'330 CHF | 99.16% | 99.16% |
11.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 335'641 CHF | 135'256 CHF | 99.17% | 99.17% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 334'538 CHF | 134'815 CHF | 99.17% | 99.17% |
07.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 304'371 CHF | 122'749 CHF | 98.00% | 98.00% |