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 | 3.60% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 249'999 | 99'996 | 68'273 CHF | 28'308 CHF | 99.38% | 99.38% |
19.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 249'990 | 99'968 | 67'357 CHF | 27'935 CHF | 99.38% | 99.38% |
18.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'083 CHF | 35'433 CHF | 99.38% | 99.38% |
15.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'703 CHF | 37'281 CHF | 99.37% | 99.37% |
14.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'956 CHF | 43'383 CHF | 99.38% | 99.38% |
13.11.2024 | 2.12% | 0.44 CHF | 0.45 CHF | 250'000 | 85'000 | 250'000 | 99'997 | 116'755 CHF | 47'701 CHF | 99.04% | 99.04% |
12.11.2024 | 1.86% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'155 CHF | 54'262 CHF | 99.11% | 99.11% |
11.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 249'988 | 100'000 | 130'920 CHF | 53'371 CHF | 99.38% | 99.38% |
08.11.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 249'997 | 100'000 | 107'186 CHF | 43'875 CHF | 99.38% | 99.38% |
07.11.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'040 CHF | 37'016 CHF | 98.69% | 98.69% |