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 | 1.12% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'990 CHF | 89'396 CHF | 99.17% | 99.17% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'229 CHF | 89'892 CHF | 99.17% | 99.17% |
18.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 223'358 CHF | 90'343 CHF | 99.23% | 99.23% |
15.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'941 CHF | 90'176 CHF | 99.17% | 99.17% |
14.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'431 CHF | 87'572 CHF | 99.16% | 99.16% |
13.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 210'385 CHF | 85'154 CHF | 99.17% | 99.17% |
12.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 204'862 CHF | 82'945 CHF | 99.17% | 99.17% |
11.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'017 CHF | 89'807 CHF | 99.17% | 99.17% |
08.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'958 CHF | 90'183 CHF | 99.17% | 99.17% |
07.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'253 CHF | 89'101 CHF | 98.06% | 98.06% |