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 | 3.12% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'816 CHF | 32'526 CHF | 99.17% | 99.17% |
19.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'443 CHF | 31'977 CHF | 99.17% | 99.17% |
18.11.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'215 CHF | 33'086 CHF | 99.23% | 99.23% |
15.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'311 CHF | 33'124 CHF | 99.17% | 99.17% |
14.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'132 CHF | 32'253 CHF | 99.16% | 99.16% |
13.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'607 CHF | 30'843 CHF | 99.17% | 99.17% |
12.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'258 CHF | 29'903 CHF | 99.17% | 99.17% |
11.11.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'869 CHF | 33'748 CHF | 99.17% | 99.17% |
08.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'105 CHF | 33'442 CHF | 99.17% | 99.17% |
07.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'625 CHF | 33'250 CHF | 98.65% | 98.65% |