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 | 2.51% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'421 CHF | 40'368 CHF | 99.37% | 99.37% |
19.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'687 CHF | 44'475 CHF | 99.38% | 99.38% |
18.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 106'034 CHF | 43'414 CHF | 99.38% | 99.38% |
15.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'786 CHF | 41'314 CHF | 99.38% | 99.38% |
14.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'283 CHF | 42'313 CHF | 99.38% | 99.38% |
13.11.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'125 CHF | 43'050 CHF | 99.37% | 99.37% |
12.11.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'632 CHF | 41'253 CHF | 99.37% | 99.37% |
11.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'629 CHF | 37'652 CHF | 99.38% | 99.38% |
08.11.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 93'363 CHF | 38'345 CHF | 99.36% | 99.36% |
07.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'500 CHF | 40'000 CHF | 1.12% | 1.12% |