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 | 0.98% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 252'799 CHF | 102'120 CHF | 99.17% | 99.17% |
19.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 243'438 CHF | 98'375 CHF | 99.17% | 99.17% |
18.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'973 CHF | 101'389 CHF | 99.23% | 99.23% |
15.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'535 CHF | 100'014 CHF | 99.17% | 99.17% |
14.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'297 CHF | 103'519 CHF | 99.16% | 99.16% |
13.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'088 CHF | 102'635 CHF | 99.16% | 99.16% |
12.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'717 CHF | 108'487 CHF | 99.17% | 99.17% |
11.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 281'309 CHF | 113'524 CHF | 99.17% | 99.17% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 266'269 CHF | 107'508 CHF | 99.17% | 99.17% |
07.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 267'569 CHF | 108'028 CHF | 98.06% | 98.06% |