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 | 1.08% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'355 CHF | 93'142 CHF | 99.17% | 99.17% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'786 CHF | 93'315 CHF | 99.17% | 99.17% |
18.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 224'797 CHF | 90'919 CHF | 99.21% | 99.21% |
15.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 223'256 CHF | 90'303 CHF | 99.16% | 99.16% |
14.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'308 CHF | 92'323 CHF | 99.15% | 99.15% |
13.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 227'112 CHF | 91'845 CHF | 99.16% | 99.16% |
12.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 223'182 CHF | 90'273 CHF | 99.16% | 99.16% |
11.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 210'149 CHF | 85'060 CHF | 99.16% | 99.16% |
08.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 211'522 CHF | 85'609 CHF | 99.16% | 99.16% |
07.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'078 CHF | 82'231 CHF | 97.97% | 97.97% |