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 | 0.50% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 502'913 CHF | 202'165 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 503'849 CHF | 202'540 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 492'552 CHF | 198'021 CHF | 99.38% | 99.38% |
15.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 490'297 CHF | 197'119 CHF | 99.37% | 99.37% |
14.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 480'823 CHF | 193'329 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 474'400 CHF | 190'760 CHF | 99.04% | 99.04% |
12.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 464'668 CHF | 186'867 CHF | 99.11% | 99.11% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 466'061 CHF | 187'424 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 480'526 CHF | 193'210 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 490'974 CHF | 197'390 CHF | 98.69% | 98.69% |