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 | 0.85% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 293'358 CHF | 118'343 CHF | 99.38% | 99.38% |
19.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'170 CHF | 115'068 CHF | 99.38% | 99.38% |
18.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 291'186 CHF | 117'475 CHF | 99.38% | 99.38% |
15.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'432 CHF | 124'373 CHF | 99.37% | 99.37% |
14.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 309'810 CHF | 124'924 CHF | 99.38% | 99.38% |
13.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'232 CHF | 119'493 CHF | 99.38% | 99.38% |
12.11.2024 | 0.80% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 313'214 CHF | 126'286 CHF | 99.11% | 99.11% |
11.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 326'466 CHF | 131'586 CHF | 99.38% | 99.38% |
08.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 313'297 CHF | 126'319 CHF | 99.38% | 99.38% |
07.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 312'780 CHF | 126'112 CHF | 98.69% | 98.69% |