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 | 1.07% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'682 CHF | 93'673 CHF | 99.17% | 99.17% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'162 CHF | 91'465 CHF | 99.17% | 99.17% |
18.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 237'444 CHF | 95'978 CHF | 99.23% | 99.23% |
15.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'681 CHF | 98'072 CHF | 99.17% | 99.17% |
14.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'504 CHF | 92'402 CHF | 99.16% | 99.16% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'824 CHF | 90'130 CHF | 99.17% | 99.17% |
12.11.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'165 CHF | 96'666 CHF | 99.17% | 99.17% |
11.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'032 CHF | 100'613 CHF | 99.17% | 99.17% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'781 CHF | 95'312 CHF | 99.17% | 99.17% |
07.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 224'114 CHF | 90'645 CHF | 98.00% | 98.00% |