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 | 7.28% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 99'982 | 33'171 CHF | 14'266 CHF | 99.38% | 99.38% |
19.11.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 249'988 | 99'955 | 32'358 CHF | 13'939 CHF | 99.38% | 99.38% |
18.11.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'083 CHF | 21'433 CHF | 99.38% | 99.38% |
15.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'703 CHF | 23'281 CHF | 99.37% | 99.37% |
14.11.2024 | 3.47% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 70'956 CHF | 29'383 CHF | 99.38% | 99.38% |
13.11.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'755 CHF | 33'702 CHF | 99.04% | 99.04% |
12.11.2024 | 2.52% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'155 CHF | 40'262 CHF | 99.11% | 99.11% |
11.11.2024 | 2.59% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 249'954 | 100'000 | 95'910 CHF | 39'371 CHF | 99.38% | 99.38% |
08.11.2024 | 3.43% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'187 CHF | 29'875 CHF | 99.38% | 99.38% |
07.11.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'053 CHF | 23'021 CHF | 98.69% | 98.69% |