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 | 0.81% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'776 CHF | 123'310 CHF | 99.38% | 99.38% |
19.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 314'167 CHF | 126'667 CHF | 99.38% | 99.38% |
18.11.2024 | 0.82% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'210 CHF | 123'084 CHF | 99.38% | 99.38% |
15.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 304'203 CHF | 122'681 CHF | 99.37% | 99.37% |
14.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 313'716 CHF | 126'486 CHF | 99.38% | 99.38% |
13.11.2024 | 0.84% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 297'065 CHF | 119'826 CHF | 99.38% | 99.38% |
12.11.2024 | 0.65% | 1.34 CHF | 1.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 385'515 CHF | 155'206 CHF | 99.11% | 99.11% |
11.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 410'762 CHF | 165'305 CHF | 99.38% | 99.38% |
08.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 391'384 CHF | 157'554 CHF | 99.38% | 99.38% |
07.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 397'384 CHF | 159'953 CHF | 98.69% | 98.69% |