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 | 0.62% | 1.80 CHF | 1.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 406'212 CHF | 408'712 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 467'497 CHF | 469'997 CHF | 99.94% | 99.94% |
18.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 378'317 CHF | 380'817 CHF | 99.95% | 99.95% |
15.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 351'524 CHF | 354'024 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 349'323 CHF | 351'823 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 452'141 CHF | 454'641 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.76 CHF | 1.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 342'773 CHF | 345'273 CHF | 99.98% | 99.98% |
11.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 239'797 CHF | 242'297 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 351'097 CHF | 353'597 CHF | 90.07% | 90.07% |
07.11.2024 | 0.80% | 1.12 CHF | 1.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 312'246 CHF | 314'746 CHF | 96.19% | 96.19% |