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 | 0.88% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 282'617 CHF | 114'047 CHF | 99.17% | 99.17% |
19.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 292'731 CHF | 118'092 CHF | 99.17% | 99.17% |
18.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'006 CHF | 115'003 CHF | 99.22% | 99.22% |
15.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 288'837 CHF | 116'535 CHF | 99.17% | 99.17% |
14.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 280'387 CHF | 113'155 CHF | 99.16% | 99.16% |
13.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 283'050 CHF | 114'220 CHF | 99.17% | 99.17% |
12.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'594 CHF | 108'437 CHF | 99.16% | 99.16% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'108 CHF | 103'443 CHF | 99.17% | 99.17% |
08.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 271'687 CHF | 109'675 CHF | 99.17% | 99.17% |
07.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'667 CHF | 109'267 CHF | 98.00% | 98.00% |