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 | 2.67% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'248 CHF | 37'899 CHF | 99.17% | 99.17% |
19.11.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'801 CHF | 34'520 CHF | 99.17% | 99.17% |
18.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'043 CHF | 37'417 CHF | 99.23% | 99.23% |
15.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 95'227 CHF | 39'091 CHF | 99.17% | 99.17% |
14.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'396 CHF | 37'958 CHF | 99.13% | 99.13% |
13.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 79'889 CHF | 32'956 CHF | 99.17% | 99.17% |
12.11.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'319 CHF | 35'128 CHF | 99.16% | 99.16% |
11.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'621 CHF | 35'649 CHF | 99.17% | 99.17% |
08.11.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'510 CHF | 33'204 CHF | 99.17% | 99.17% |
07.11.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'142 CHF | 34'657 CHF | 98.06% | 98.06% |