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 | 2.29% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 107'980 CHF | 110'480 CHF | 100.00% | 100.00% |
19.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 105'120 CHF | 107'620 CHF | 93.14% | 93.14% |
18.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 104'674 CHF | 107'174 CHF | 100.00% | 100.00% |
15.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 102'305 CHF | 104'805 CHF | 100.00% | 100.00% |
14.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 193'812 CHF | 198'812 CHF | 99.57% | 99.57% |
13.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 493'825 | 493'825 | 181'846 CHF | 186'785 CHF | 99.32% | 99.32% |
12.11.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 184'124 CHF | 189'124 CHF | 100.00% | 100.00% |
11.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 195'616 CHF | 200'616 CHF | 100.00% | 100.00% |
08.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 182'939 CHF | 187'939 CHF | 100.00% | 100.00% |
07.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 196'079 CHF | 201'079 CHF | 89.64% | 89.64% |