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 | 2.27% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'928 CHF | 44'571 CHF | 99.17% | 99.17% |
19.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'498 CHF | 41'199 CHF | 99.17% | 99.17% |
18.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'339 CHF | 43'935 CHF | 99.23% | 99.23% |
15.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 111'844 CHF | 45'738 CHF | 99.17% | 99.17% |
14.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'220 CHF | 44'688 CHF | 99.16% | 99.16% |
13.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'356 CHF | 39'543 CHF | 99.17% | 99.17% |
12.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 101'720 CHF | 41'688 CHF | 99.16% | 99.16% |
11.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'259 CHF | 42'304 CHF | 99.17% | 99.17% |
08.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'896 CHF | 39'758 CHF | 99.17% | 99.17% |
07.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'265 CHF | 41'106 CHF | 98.06% | 98.06% |