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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 440'562 CHF | 177'225 CHF | 99.26% | 99.26% |
20.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 420'657 CHF | 169'263 CHF | 99.38% | 99.38% |
19.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 421'794 CHF | 169'718 CHF | 99.38% | 99.38% |
18.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 399'305 CHF | 160'722 CHF | 99.38% | 99.38% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 393'953 CHF | 158'581 CHF | 99.37% | 99.37% |
14.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 375'671 CHF | 151'269 CHF | 99.38% | 99.38% |
13.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 362'966 CHF | 146'186 CHF | 99.04% | 99.04% |
12.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 343'484 CHF | 138'394 CHF | 99.11% | 99.11% |
11.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 346'002 CHF | 139'401 CHF | 99.38% | 99.38% |
08.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 374'797 CHF | 150'919 CHF | 99.38% | 99.38% |