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 | 0.69% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 358'725 CHF | 144'490 CHF | 99.38% | 99.38% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 361'147 CHF | 145'459 CHF | 99.38% | 99.38% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 346'197 CHF | 139'479 CHF | 99.38% | 99.38% |
15.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 333'435 CHF | 134'374 CHF | 99.37% | 99.37% |
14.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'327 CHF | 125'131 CHF | 99.38% | 99.38% |
13.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 297'011 CHF | 119'804 CHF | 99.38% | 99.38% |
12.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 299'542 CHF | 120'817 CHF | 99.11% | 99.11% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'326 CHF | 115'130 CHF | 99.38% | 99.38% |
08.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'520 CHF | 119'608 CHF | 99.38% | 99.38% |
07.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'582 CHF | 115'233 CHF | 98.69% | 98.69% |