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 | 2.53% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 99'994 | 97'754 CHF | 40'099 CHF | 99.38% | 99.38% |
19.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'556 CHF | 39'622 CHF | 99.38% | 99.38% |
18.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'437 CHF | 48'775 CHF | 99.38% | 99.38% |
15.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 124'589 CHF | 50'836 CHF | 99.37% | 99.37% |
14.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 142'996 CHF | 58'199 CHF | 99.38% | 99.38% |
13.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'102 CHF | 63'441 CHF | 99.04% | 99.04% |
12.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'343 CHF | 71'137 CHF | 99.11% | 99.11% |
11.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'000 CHF | 70'200 CHF | 99.38% | 99.38% |
08.11.2024 | 1.72% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 144'449 CHF | 58'780 CHF | 99.38% | 99.38% |
07.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 123'928 CHF | 50'571 CHF | 98.69% | 98.69% |