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 | 2.43% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 101'713 CHF | 41'685 CHF | 99.38% | 99.38% |
19.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'717 CHF | 48'887 CHF | 99.38% | 99.38% |
18.11.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'526 CHF | 45'210 CHF | 99.38% | 99.38% |
15.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'217 CHF | 44'687 CHF | 99.37% | 99.37% |
14.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 116'909 CHF | 47'763 CHF | 99.38% | 99.38% |
13.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'670 CHF | 55'268 CHF | 99.38% | 99.38% |
12.11.2024 | 1.99% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 124'332 CHF | 50'733 CHF | 99.11% | 99.11% |
11.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'147 CHF | 48'659 CHF | 99.38% | 99.38% |
08.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 125'146 CHF | 51'059 CHF | 99.38% | 99.38% |
07.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 118'862 CHF | 48'545 CHF | 98.69% | 98.69% |