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 | 1.15% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'959 CHF | 87'784 CHF | 99.17% | 99.17% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'020 CHF | 83'808 CHF | 99.17% | 99.17% |
18.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 214'935 CHF | 86'974 CHF | 99.23% | 99.23% |
15.11.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 211'685 CHF | 85'674 CHF | 99.17% | 99.17% |
14.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'425 CHF | 89'170 CHF | 99.16% | 99.16% |
13.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 218'194 CHF | 88'278 CHF | 99.17% | 99.17% |
12.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'689 CHF | 94'076 CHF | 99.16% | 99.16% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 244'957 CHF | 98'983 CHF | 99.17% | 99.17% |
08.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'400 CHF | 93'160 CHF | 99.17% | 99.17% |
07.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'743 CHF | 93'697 CHF | 98.06% | 98.06% |