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 | 0.54% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 462'500 CHF | 186'000 CHF | 99.38% | 99.38% |
19.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 463'302 CHF | 186'321 CHF | 99.38% | 99.38% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 458'619 CHF | 184'448 CHF | 99.38% | 99.38% |
15.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 457'437 CHF | 183'975 CHF | 99.37% | 99.37% |
14.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 454'108 CHF | 182'643 CHF | 99.38% | 99.38% |
13.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 451'035 CHF | 181'414 CHF | 99.04% | 99.04% |
12.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 447'146 CHF | 179'858 CHF | 99.11% | 99.11% |
11.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 447'425 CHF | 179'970 CHF | 99.38% | 99.38% |
08.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 453'994 CHF | 182'597 CHF | 99.38% | 99.38% |
07.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 457'580 CHF | 184'032 CHF | 98.69% | 98.69% |