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 | 0.70% | 1.42 CHF | 1.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 358'144 CHF | 144'257 CHF | 99.38% | 99.38% |
19.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 366'667 CHF | 147'667 CHF | 99.38% | 99.38% |
18.11.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 357'710 CHF | 144'084 CHF | 99.38% | 99.38% |
15.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 356'703 CHF | 143'681 CHF | 99.37% | 99.37% |
14.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 366'039 CHF | 147'416 CHF | 99.38% | 99.38% |
13.11.2024 | 0.71% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 349'417 CHF | 140'767 CHF | 99.38% | 99.38% |
12.11.2024 | 0.57% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 438'015 CHF | 176'206 CHF | 99.11% | 99.11% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 463'102 CHF | 186'241 CHF | 99.38% | 99.38% |
08.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 443'749 CHF | 178'499 CHF | 99.38% | 99.38% |
07.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 449'706 CHF | 180'882 CHF | 98.69% | 98.69% |