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 | 1.12% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'841 CHF | 90'136 CHF | 99.38% | 99.38% |
19.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 214'732 CHF | 86'893 CHF | 99.38% | 99.38% |
18.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'591 CHF | 89'236 CHF | 99.38% | 99.38% |
15.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 237'655 CHF | 96'062 CHF | 99.37% | 99.37% |
14.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'810 CHF | 96'924 CHF | 99.38% | 99.38% |
13.11.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 225'915 CHF | 91'366 CHF | 99.38% | 99.38% |
12.11.2024 | 1.03% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'870 CHF | 98'148 CHF | 99.11% | 99.11% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'216 CHF | 103'487 CHF | 99.38% | 99.38% |
08.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'374 CHF | 97'950 CHF | 99.38% | 99.38% |
07.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'039 CHF | 97'816 CHF | 98.69% | 98.69% |