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 | 0.54% | 1.66 CHF | 1.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 464'648 CHF | 467'148 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.69 CHF | 1.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 391'519 CHF | 394'019 CHF | 86.95% | 86.95% |
18.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 495'480 CHF | 497'980 CHF | 99.95% | 99.95% |
15.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 525'417 CHF | 527'917 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 526'796 CHF | 529'296 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 419'160 CHF | 421'660 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 1.72 CHF | 1.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 533'285 CHF | 535'785 CHF | 99.98% | 99.98% |
11.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 644'227 CHF | 646'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 527'495 CHF | 529'995 CHF | 90.07% | 90.07% |
07.11.2024 | 0.44% | 2.43 CHF | 2.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 573'156 CHF | 575'656 CHF | 96.33% | 96.33% |