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 | 0.52% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 481'874 CHF | 193'749 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 488'801 CHF | 196'520 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 481'061 CHF | 193'425 CHF | 99.38% | 99.38% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 469'246 CHF | 188'698 CHF | 99.37% | 99.37% |
14.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 476'148 CHF | 191'459 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 489'502 CHF | 196'801 CHF | 99.38% | 99.38% |
12.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 467'535 CHF | 188'014 CHF | 99.11% | 99.11% |
11.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 468'307 CHF | 188'323 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 484'349 CHF | 194'740 CHF | 99.38% | 99.38% |
07.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 477'864 CHF | 192'146 CHF | 98.69% | 98.69% |