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 | 0.51% | 1.98 CHF | 1.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 487'914 CHF | 196'165 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 494'522 CHF | 198'809 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 494'122 CHF | 198'649 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 487'609 CHF | 196'043 CHF | 99.16% | 99.16% |
14.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 484'368 CHF | 194'747 CHF | 99.15% | 99.15% |
13.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 497'836 CHF | 200'134 CHF | 99.16% | 99.16% |
12.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 487'317 CHF | 195'927 CHF | 99.16% | 99.16% |
11.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 469'308 CHF | 188'723 CHF | 99.17% | 99.17% |
08.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 474'519 CHF | 190'807 CHF | 99.16% | 99.16% |
07.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 459'013 CHF | 184'605 CHF | 97.97% | 97.97% |