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 | 3.91% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'752 CHF | 26'101 CHF | 99.17% | 99.17% |
19.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 71'313 CHF | 29'525 CHF | 99.17% | 99.17% |
18.11.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'051 CHF | 26'621 CHF | 99.22% | 99.22% |
15.11.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'161 CHF | 25'064 CHF | 99.17% | 99.17% |
14.11.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'983 CHF | 26'193 CHF | 99.16% | 99.16% |
13.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'809 CHF | 31'324 CHF | 99.17% | 99.17% |
12.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 70'608 CHF | 29'243 CHF | 99.16% | 99.16% |
11.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'133 CHF | 28'653 CHF | 99.17% | 99.17% |
08.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'668 CHF | 31'267 CHF | 99.17% | 99.17% |
07.11.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'339 CHF | 29'936 CHF | 98.06% | 98.06% |