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 | 1.03% | 0.91 CHF | 0.92 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 240'958 CHF | 73'037 CHF | 98.77% | 98.77% |
19.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 241'900 CHF | 73'320 CHF | 90.68% | 90.68% |
18.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 262'933 CHF | 79'630 CHF | 94.82% | 94.82% |
15.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 255'642 CHF | 77'443 CHF | 98.33% | 98.33% |
14.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 234'062 CHF | 70'969 CHF | 98.97% | 98.97% |
13.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 217'673 CHF | 66'052 CHF | 86.88% | 86.88% |
12.11.2024 | 1.00% | 0.92 CHF | 0.93 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 249'446 CHF | 75'584 CHF | 96.23% | 96.23% |
11.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 245'191 CHF | 74'307 CHF | 98.97% | 98.97% |
08.11.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 243'614 CHF | 73'834 CHF | 98.87% | 98.87% |
07.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 270'472 CHF | 81'892 CHF | 98.18% | 98.18% |