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 | 2.02% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 122'567 CHF | 50'027 CHF | 99.17% | 99.17% |
19.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'440 CHF | 46'776 CHF | 99.17% | 99.17% |
18.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 121'422 CHF | 49'569 CHF | 99.22% | 99.22% |
15.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 125'647 CHF | 51'259 CHF | 99.17% | 99.17% |
14.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 123'255 CHF | 50'302 CHF | 99.16% | 99.16% |
13.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'390 CHF | 45'156 CHF | 99.17% | 99.17% |
12.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 115'930 CHF | 47'372 CHF | 99.17% | 99.17% |
11.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'560 CHF | 48'024 CHF | 99.17% | 99.17% |
08.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'964 CHF | 45'386 CHF | 99.17% | 99.17% |
07.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'381 CHF | 46'752 CHF | 98.06% | 98.06% |