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 | 3.99% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 122'900 CHF | 25'580 CHF | 99.27% | 99.27% |
19.11.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 101'852 CHF | 21'370 CHF | 99.27% | 99.27% |
18.11.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 100'953 CHF | 21'191 CHF | 99.27% | 99.27% |
15.11.2024 | 4.33% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 113'311 CHF | 23'662 CHF | 99.27% | 99.27% |
14.11.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 130'700 CHF | 27'140 CHF | 99.27% | 99.27% |
13.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 143'279 CHF | 29'656 CHF | 99.27% | 99.27% |
12.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 164'455 CHF | 33'891 CHF | 99.25% | 99.25% |
11.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 131'797 CHF | 27'359 CHF | 99.27% | 99.27% |
08.11.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 117'793 CHF | 24'559 CHF | 99.25% | 99.25% |
07.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 135'000 CHF | 28'000 CHF | 1.12% | 1.12% |