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 | 1.19% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 208'615 CHF | 84'446 CHF | 99.16% | 99.16% |
19.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'012 CHF | 86'205 CHF | 99.16% | 99.16% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'102 CHF | 87'441 CHF | 99.22% | 99.22% |
15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'813 CHF | 86'525 CHF | 99.17% | 99.17% |
14.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 217'914 CHF | 88'166 CHF | 99.15% | 99.15% |
13.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 224'300 CHF | 90'720 CHF | 99.17% | 99.17% |
12.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 208'518 CHF | 84'407 CHF | 99.16% | 99.16% |
11.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'304 CHF | 77'522 CHF | 99.16% | 99.16% |
08.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'627 CHF | 78'851 CHF | 99.16% | 99.16% |
07.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 192'738 CHF | 78'095 CHF | 98.05% | 98.05% |