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 | 3.13% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'628 CHF | 32'451 CHF | 99.16% | 99.16% |
19.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'732 CHF | 32'093 CHF | 99.16% | 99.16% |
18.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'692 CHF | 32'477 CHF | 99.20% | 99.20% |
15.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 82'972 CHF | 34'189 CHF | 99.17% | 99.17% |
14.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'018 CHF | 35'007 CHF | 99.15% | 99.15% |
13.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'683 CHF | 35'273 CHF | 99.16% | 99.16% |
12.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'503 CHF | 37'601 CHF | 99.16% | 99.16% |
11.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 95'228 CHF | 39'091 CHF | 99.17% | 99.17% |
08.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 94'812 CHF | 38'925 CHF | 99.17% | 99.17% |
07.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'180 CHF | 41'072 CHF | 98.05% | 98.05% |