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 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 253'938 CHF | 102'575 CHF | 99.17% | 99.17% |
19.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'220 CHF | 102'688 CHF | 99.16% | 99.16% |
18.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'543 CHF | 100'417 CHF | 99.22% | 99.22% |
15.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'992 CHF | 99'797 CHF | 99.17% | 99.17% |
14.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 251'567 CHF | 101'627 CHF | 99.16% | 99.16% |
13.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'714 CHF | 101'286 CHF | 99.17% | 99.17% |
12.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'523 CHF | 99'609 CHF | 99.16% | 99.16% |
11.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'920 CHF | 94'168 CHF | 99.17% | 99.17% |
08.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'054 CHF | 95'022 CHF | 99.17% | 99.17% |
07.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'384 CHF | 91'554 CHF | 97.98% | 97.98% |