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 | 0.79% | 1.44 CHF | 1.45 CHF | 250'000 | 250'000 | 249'998 | 249'999 | 315'419 CHF | 317'919 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 384'508 CHF | 387'008 CHF | 86.95% | 86.95% |
18.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 287'845 CHF | 290'345 CHF | 99.95% | 99.95% |
15.11.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 261'552 CHF | 264'052 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 259'690 CHF | 262'190 CHF | 99.97% | 99.97% |
13.11.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 361'373 CHF | 363'873 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.40 CHF | 1.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 253'727 CHF | 256'227 CHF | 99.98% | 99.98% |
11.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 152'941 CHF | 155'441 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 261'702 CHF | 264'202 CHF | 90.07% | 90.07% |
07.11.2024 | 1.13% | 0.77 CHF | 0.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 223'567 CHF | 226'067 CHF | 96.18% | 96.18% |