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 | 0.56% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 447'855 CHF | 180'142 CHF | 99.16% | 99.16% |
19.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 448'491 CHF | 180'396 CHF | 99.17% | 99.17% |
18.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 442'297 CHF | 177'919 CHF | 99.21% | 99.21% |
15.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 440'945 CHF | 177'378 CHF | 99.16% | 99.16% |
14.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 445'930 CHF | 179'372 CHF | 99.15% | 99.15% |
13.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 444'867 CHF | 178'947 CHF | 99.16% | 99.16% |
12.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 440'836 CHF | 177'334 CHF | 99.17% | 99.17% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 427'678 CHF | 172'071 CHF | 99.17% | 99.17% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 429'399 CHF | 172'760 CHF | 99.17% | 99.17% |
07.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 420'828 CHF | 169'331 CHF | 97.98% | 97.98% |