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 | 1.92% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 129'162 CHF | 52'665 CHF | 99.17% | 99.17% |
19.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'446 CHF | 48'778 CHF | 99.17% | 99.17% |
18.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 127'362 CHF | 51'945 CHF | 99.23% | 99.23% |
15.11.2024 | 2.00% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 124'108 CHF | 50'643 CHF | 99.17% | 99.17% |
14.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 132'855 CHF | 54'142 CHF | 99.16% | 99.16% |
13.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 130'555 CHF | 53'222 CHF | 99.17% | 99.17% |
12.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'189 CHF | 59'075 CHF | 99.17% | 99.17% |
11.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 157'457 CHF | 63'983 CHF | 99.17% | 99.17% |
08.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 142'900 CHF | 58'160 CHF | 99.17% | 99.17% |
07.11.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 144'117 CHF | 58'647 CHF | 98.06% | 98.06% |