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 | 0.63% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 394'996 CHF | 158'998 CHF | 99.38% | 99.38% |
19.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 394'798 CHF | 158'919 CHF | 99.38% | 99.38% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 391'140 CHF | 157'456 CHF | 99.38% | 99.38% |
15.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 390'093 CHF | 157'037 CHF | 99.37% | 99.37% |
14.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 387'519 CHF | 156'008 CHF | 99.38% | 99.38% |
13.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 385'458 CHF | 155'183 CHF | 99.04% | 99.04% |
12.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 382'094 CHF | 153'838 CHF | 99.11% | 99.11% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 382'251 CHF | 153'900 CHF | 99.38% | 99.38% |
08.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 387'114 CHF | 155'845 CHF | 99.38% | 99.38% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 390'185 CHF | 157'074 CHF | 98.69% | 98.69% |