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 | 0.76% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 325'965 CHF | 131'386 CHF | 99.38% | 99.38% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 319'161 CHF | 128'664 CHF | 99.38% | 99.38% |
18.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 327'085 CHF | 131'834 CHF | 99.38% | 99.38% |
15.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 339'801 CHF | 136'920 CHF | 99.36% | 99.36% |
14.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 333'297 CHF | 134'319 CHF | 99.38% | 99.38% |
13.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 319'980 CHF | 128'992 CHF | 99.38% | 99.38% |
12.11.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 342'053 CHF | 137'821 CHF | 99.11% | 99.11% |
11.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 341'693 CHF | 137'677 CHF | 99.38% | 99.38% |
08.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 326'249 CHF | 131'500 CHF | 99.38% | 99.38% |
07.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 333'109 CHF | 134'243 CHF | 98.69% | 98.69% |