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 | 1.24% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'990 CHF | 81'396 CHF | 99.17% | 99.17% |
19.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'428 CHF | 81'971 CHF | 99.17% | 99.17% |
18.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'659 CHF | 82'464 CHF | 99.23% | 99.23% |
15.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'353 CHF | 82'341 CHF | 99.17% | 99.17% |
14.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 196'989 CHF | 79'796 CHF | 99.16% | 99.16% |
13.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'385 CHF | 77'154 CHF | 99.17% | 99.17% |
12.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'862 CHF | 74'945 CHF | 99.17% | 99.17% |
11.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'017 CHF | 81'807 CHF | 99.17% | 99.17% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'958 CHF | 82'183 CHF | 99.17% | 99.17% |
07.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'253 CHF | 81'101 CHF | 98.06% | 98.06% |