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 | 4.94% | 0.19 CHF | 0.20 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 49'437 CHF | 5'194 CHF | 99.37% | 99.37% |
19.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 50'493 CHF | 5'299 CHF | 99.38% | 99.38% |
18.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 58'762 CHF | 6'126 CHF | 99.38% | 99.38% |
15.11.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 64'508 CHF | 6'701 CHF | 99.36% | 99.36% |
14.11.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 65'369 CHF | 6'787 CHF | 99.38% | 99.38% |
13.11.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 59'622 CHF | 6'212 CHF | 99.38% | 99.38% |
12.11.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 59'578 CHF | 6'208 CHF | 99.15% | 99.15% |
11.11.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 68'549 CHF | 7'105 CHF | 99.38% | 99.38% |
08.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 65'748 CHF | 6'825 CHF | 99.38% | 99.38% |
07.11.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 250'000 | 25'000 | 250'000 | 25'000 | 73'424 CHF | 7'592 CHF | 96.22% | 96.22% |