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 | 2.31% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'128 CHF | 43'851 CHF | 99.17% | 99.17% |
19.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'233 CHF | 44'293 CHF | 99.17% | 99.17% |
18.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'366 CHF | 44'747 CHF | 99.23% | 99.23% |
15.11.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'194 CHF | 44'677 CHF | 99.17% | 99.17% |
14.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'718 CHF | 42'087 CHF | 99.16% | 99.16% |
13.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'565 CHF | 39'626 CHF | 99.17% | 99.17% |
12.11.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'462 CHF | 37'585 CHF | 99.16% | 99.16% |
11.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'331 CHF | 44'332 CHF | 99.17% | 99.17% |
08.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'238 CHF | 44'695 CHF | 99.17% | 99.17% |
07.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 106'408 CHF | 43'563 CHF | 98.00% | 98.00% |