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 | 0.88% | 1.11 CHF | 1.12 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 283'160 CHF | 85'698 CHF | 99.41% | 99.41% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 280'975 CHF | 85'043 CHF | 99.41% | 99.41% |
18.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 293'431 CHF | 88'779 CHF | 97.56% | 97.56% |
15.11.2024 | 0.80% | 1.17 CHF | 1.18 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 310'774 CHF | 93'982 CHF | 99.41% | 99.41% |
14.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 311'287 CHF | 94'136 CHF | 99.41% | 99.41% |
13.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 311'541 CHF | 94'212 CHF | 96.95% | 96.95% |
12.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 321'453 CHF | 97'186 CHF | 96.84% | 96.84% |
11.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 315'296 CHF | 95'339 CHF | 99.42% | 99.42% |
08.11.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 299'537 CHF | 90'611 CHF | 90.75% | 90.75% |
07.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 298'474 CHF | 90'292 CHF | 98.69% | 98.69% |