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 | 0.54% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 458'522 CHF | 184'409 CHF | 99.38% | 99.38% |
19.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 438'055 CHF | 176'222 CHF | 99.38% | 99.38% |
18.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 447'619 CHF | 180'048 CHF | 99.38% | 99.38% |
15.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 457'676 CHF | 184'070 CHF | 99.37% | 99.37% |
14.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 450'642 CHF | 181'257 CHF | 99.38% | 99.38% |
13.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 447'597 CHF | 180'039 CHF | 99.38% | 99.38% |
12.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 456'260 CHF | 183'504 CHF | 99.11% | 99.11% |
11.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 476'831 CHF | 191'732 CHF | 99.38% | 99.38% |
08.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 461'834 CHF | 185'734 CHF | 99.38% | 99.38% |
07.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 455'954 CHF | 183'381 CHF | 98.69% | 98.69% |