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 | 0.72% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 345'715 CHF | 139'286 CHF | 99.16% | 99.16% |
19.11.2024 | 0.76% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 329'801 CHF | 132'920 CHF | 96.92% | 96.92% |
18.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'265 CHF | 117'106 CHF | 99.22% | 99.22% |
15.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'721 CHF | 115'288 CHF | 99.17% | 99.17% |
14.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 273'086 CHF | 110'234 CHF | 99.15% | 99.15% |
13.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 287'857 CHF | 116'143 CHF | 99.16% | 99.16% |
12.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'256 CHF | 99'502 CHF | 99.16% | 99.16% |
11.11.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'082 CHF | 89'833 CHF | 99.17% | 99.17% |
08.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'064 CHF | 99'826 CHF | 99.17% | 99.17% |
07.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'142 CHF | 96'657 CHF | 97.97% | 97.97% |