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 | 0.82% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 302'158 CHF | 121'863 CHF | 99.16% | 99.16% |
19.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 301'398 CHF | 121'559 CHF | 99.17% | 99.17% |
18.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 293'348 CHF | 118'339 CHF | 99.22% | 99.22% |
15.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 287'969 CHF | 116'187 CHF | 99.17% | 99.17% |
14.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 287'026 CHF | 115'810 CHF | 99.15% | 99.15% |
13.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 292'045 CHF | 117'818 CHF | 99.16% | 99.16% |
12.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 286'454 CHF | 115'582 CHF | 99.16% | 99.16% |
11.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'058 CHF | 111'023 CHF | 99.17% | 99.17% |
08.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 277'336 CHF | 111'934 CHF | 99.16% | 99.16% |
07.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 264'781 CHF | 106'912 CHF | 97.98% | 97.98% |