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 | 2.30% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'521 CHF | 44'009 CHF | 99.16% | 99.16% |
19.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'023 CHF | 44'209 CHF | 99.16% | 99.16% |
18.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'601 CHF | 44'041 CHF | 99.21% | 99.21% |
15.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'536 CHF | 42'414 CHF | 99.16% | 99.16% |
14.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 101'676 CHF | 41'670 CHF | 99.15% | 99.15% |
13.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'650 CHF | 41'260 CHF | 99.17% | 99.17% |
12.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 95'044 CHF | 39'018 CHF | 99.16% | 99.16% |
11.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'314 CHF | 37'526 CHF | 99.17% | 99.17% |
08.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'073 CHF | 37'829 CHF | 99.17% | 99.17% |
07.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'708 CHF | 35'683 CHF | 98.06% | 98.06% |