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 | 0.57% | 1.72 CHF | 1.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 436'474 CHF | 175'590 CHF | 99.17% | 99.17% |
19.11.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 420'370 CHF | 169'148 CHF | 96.92% | 96.92% |
18.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 380'759 CHF | 153'304 CHF | 99.22% | 99.22% |
15.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 376'490 CHF | 151'596 CHF | 99.17% | 99.17% |
14.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 363'662 CHF | 146'465 CHF | 99.15% | 99.15% |
13.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 378'550 CHF | 152'420 CHF | 99.16% | 99.16% |
12.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 336'969 CHF | 135'788 CHF | 99.16% | 99.16% |
11.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 312'679 CHF | 126'072 CHF | 99.17% | 99.17% |
08.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 337'696 CHF | 136'078 CHF | 99.16% | 99.16% |
07.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 330'038 CHF | 133'015 CHF | 97.99% | 97.99% |