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 | 1.04% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 238'096 CHF | 96'238 CHF | 99.38% | 99.38% |
19.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'531 CHF | 94'012 CHF | 99.38% | 99.38% |
18.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 237'032 CHF | 95'813 CHF | 99.38% | 99.38% |
15.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'379 CHF | 103'552 CHF | 99.37% | 99.37% |
14.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 271'420 CHF | 109'568 CHF | 99.38% | 99.38% |
13.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 260'404 CHF | 105'162 CHF | 99.38% | 99.38% |
12.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 280'544 CHF | 113'218 CHF | 99.11% | 99.11% |
11.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 295'924 CHF | 119'369 CHF | 99.38% | 99.38% |
08.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 293'650 CHF | 118'460 CHF | 99.38% | 99.38% |
07.11.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 303'523 CHF | 122'409 CHF | 98.69% | 98.69% |