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 | 0.60% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 413'326 CHF | 166'330 CHF | 99.38% | 99.38% |
19.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 392'676 CHF | 158'070 CHF | 99.38% | 99.38% |
18.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 402'466 CHF | 161'986 CHF | 99.38% | 99.38% |
15.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 412'458 CHF | 165'983 CHF | 99.37% | 99.37% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 405'557 CHF | 163'223 CHF | 99.38% | 99.38% |
13.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 402'465 CHF | 161'986 CHF | 99.38% | 99.38% |
12.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 411'078 CHF | 165'431 CHF | 99.11% | 99.11% |
11.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 431'650 CHF | 173'660 CHF | 99.38% | 99.38% |
08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 416'628 CHF | 167'651 CHF | 99.38% | 99.38% |
07.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 410'786 CHF | 165'314 CHF | 98.69% | 98.69% |