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 | 3.89% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 63'036 CHF | 26'214 CHF | 99.17% | 99.17% |
19.11.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'173 CHF | 25'869 CHF | 99.17% | 99.17% |
18.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'996 CHF | 25'398 CHF | 99.23% | 99.23% |
15.11.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'059 CHF | 25'824 CHF | 99.17% | 99.17% |
14.11.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 68'569 CHF | 28'428 CHF | 99.16% | 99.16% |
13.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'046 CHF | 31'019 CHF | 99.17% | 99.17% |
12.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'435 CHF | 33'174 CHF | 99.17% | 99.17% |
11.11.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 63'564 CHF | 26'426 CHF | 99.17% | 99.17% |
08.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'574 CHF | 26'030 CHF | 99.17% | 99.17% |
07.11.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'101 CHF | 27'440 CHF | 98.60% | 98.60% |