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 | 0.82% | 1.24 CHF | 1.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 303'865 CHF | 122'546 CHF | 99.16% | 99.16% |
19.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'444 CHF | 125'178 CHF | 99.16% | 99.16% |
18.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'065 CHF | 125'026 CHF | 99.22% | 99.22% |
15.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 303'348 CHF | 122'339 CHF | 99.16% | 99.16% |
14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 300'234 CHF | 121'094 CHF | 99.15% | 99.15% |
13.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 313'734 CHF | 126'494 CHF | 99.17% | 99.17% |
12.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 303'006 CHF | 122'203 CHF | 99.17% | 99.17% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'252 CHF | 115'101 CHF | 99.17% | 99.17% |
08.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'477 CHF | 117'191 CHF | 99.17% | 99.17% |
07.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 274'749 CHF | 110'899 CHF | 98.04% | 98.04% |