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 | 3.35% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 73'342 CHF | 30'337 CHF | 99.17% | 99.17% |
19.11.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 65'119 CHF | 27'047 CHF | 99.17% | 99.17% |
18.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 71'896 CHF | 29'759 CHF | 99.22% | 99.22% |
15.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 76'244 CHF | 31'498 CHF | 99.17% | 99.17% |
14.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 73'799 CHF | 30'520 CHF | 99.16% | 99.16% |
13.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'956 CHF | 25'383 CHF | 99.17% | 99.17% |
12.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'399 CHF | 27'560 CHF | 99.16% | 99.16% |
11.11.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 67'904 CHF | 28'162 CHF | 99.17% | 99.17% |
08.11.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'562 CHF | 25'625 CHF | 99.17% | 99.17% |
07.11.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'842 CHF | 26'937 CHF | 98.06% | 98.06% |