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 | 1.06% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 234'968 CHF | 94'987 CHF | 99.16% | 99.16% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'410 CHF | 95'164 CHF | 99.17% | 99.17% |
18.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'007 CHF | 95'003 CHF | 99.22% | 99.22% |
15.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'759 CHF | 93'304 CHF | 99.17% | 99.17% |
14.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'766 CHF | 92'507 CHF | 99.15% | 99.15% |
13.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'036 CHF | 92'215 CHF | 99.16% | 99.16% |
12.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'111 CHF | 89'844 CHF | 99.16% | 99.16% |
11.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 218'625 CHF | 88'450 CHF | 99.17% | 99.17% |
08.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 219'409 CHF | 88'763 CHF | 99.17% | 99.17% |
07.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'812 CHF | 86'525 CHF | 97.98% | 97.98% |