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 | 4.12% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 59'499 CHF | 24'800 CHF | 99.17% | 99.17% |
19.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'733 CHF | 25'293 CHF | 99.17% | 99.17% |
18.11.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'866 CHF | 25'747 CHF | 99.23% | 99.23% |
15.11.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'694 CHF | 25'677 CHF | 99.17% | 99.17% |
14.11.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'218 CHF | 23'087 CHF | 99.16% | 99.16% |
13.11.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 48'664 CHF | 20'466 CHF | 99.17% | 99.17% |
12.11.2024 | 5.65% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'307 CHF | 18'323 CHF | 99.17% | 99.17% |
11.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'831 CHF | 25'332 CHF | 99.17% | 99.17% |
08.11.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'738 CHF | 25'695 CHF | 99.17% | 99.17% |
07.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 58'899 CHF | 24'560 CHF | 98.60% | 98.60% |