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 | 75'000 | 250'000 | 75'000 | 355'636 CHF | 107'441 CHF | 98.30% | 98.30% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 350'591 CHF | 105'927 CHF | 98.61% | 98.61% |
18.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 356'037 CHF | 107'561 CHF | 94.99% | 94.99% |
15.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 354'383 CHF | 107'065 CHF | 99.40% | 99.40% |
14.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 347'829 CHF | 105'099 CHF | 95.88% | 95.88% |
13.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 342'619 CHF | 103'536 CHF | 96.70% | 96.70% |
12.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 342'503 CHF | 103'501 CHF | 89.42% | 89.42% |
11.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 333'995 CHF | 100'948 CHF | 98.89% | 98.89% |
08.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 323'118 CHF | 97'685 CHF | 93.36% | 93.36% |
07.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 315'221 CHF | 95'316 CHF | 84.81% | 84.81% |