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 | 2.01% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 123'228 CHF | 50'291 CHF | 99.17% | 99.17% |
19.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'849 CHF | 46'940 CHF | 99.17% | 99.17% |
18.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 121'717 CHF | 49'687 CHF | 99.22% | 99.22% |
15.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 125'867 CHF | 51'347 CHF | 99.17% | 99.17% |
14.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 123'509 CHF | 50'404 CHF | 99.16% | 99.16% |
13.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'693 CHF | 45'277 CHF | 99.17% | 99.17% |
12.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 116'185 CHF | 47'474 CHF | 99.17% | 99.17% |
11.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'585 CHF | 48'034 CHF | 99.17% | 99.17% |
08.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 111'214 CHF | 45'486 CHF | 99.17% | 99.17% |
07.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'676 CHF | 46'870 CHF | 98.06% | 98.06% |