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 | 1.10% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'993 CHF | 91'797 CHF | 99.17% | 99.17% |
19.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'943 CHF | 92'577 CHF | 99.17% | 99.17% |
18.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 218'157 CHF | 88'263 CHF | 99.23% | 99.23% |
15.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 208'196 CHF | 84'278 CHF | 99.17% | 99.17% |
14.11.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 217'341 CHF | 87'937 CHF | 99.16% | 99.16% |
13.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'065 CHF | 89'826 CHF | 99.17% | 99.17% |
12.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'427 CHF | 87'571 CHF | 99.17% | 99.17% |
11.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'371 CHF | 78'748 CHF | 99.17% | 99.17% |
08.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 192'919 CHF | 78'167 CHF | 99.17% | 99.17% |
07.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 162'963 CHF | 66'185 CHF | 98.06% | 98.06% |