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 | 2.24% | 0.44 CHF | 0.45 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 110'285 CHF | 22'557 CHF | 99.17% | 99.17% |
19.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 109'412 CHF | 22'382 CHF | 99.17% | 99.17% |
18.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 111'794 CHF | 22'859 CHF | 99.23% | 99.23% |
15.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 111'827 CHF | 22'865 CHF | 99.17% | 99.17% |
14.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 109'693 CHF | 22'439 CHF | 99.16% | 99.16% |
13.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 106'552 CHF | 21'810 CHF | 99.17% | 99.17% |
12.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 103'986 CHF | 21'297 CHF | 99.16% | 99.16% |
11.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 113'328 CHF | 23'166 CHF | 99.17% | 99.17% |
08.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 112'775 CHF | 23'055 CHF | 99.17% | 99.17% |
07.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 112'565 CHF | 23'013 CHF | 98.06% | 98.06% |