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 | 0.53% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 470'018 CHF | 189'007 CHF | 99.17% | 99.17% |
19.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 464'367 CHF | 186'747 CHF | 99.17% | 99.17% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 464'253 CHF | 186'701 CHF | 99.23% | 99.23% |
15.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 471'016 CHF | 189'407 CHF | 99.17% | 99.17% |
14.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 471'895 CHF | 189'758 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 500'733 CHF | 201'293 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 493'426 CHF | 198'371 CHF | 99.17% | 99.17% |
11.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 474'687 CHF | 190'875 CHF | 99.17% | 99.17% |
08.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 469'384 CHF | 188'754 CHF | 99.17% | 99.17% |
07.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 454'211 CHF | 182'684 CHF | 98.66% | 98.66% |