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 | 3.62% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 68'002 CHF | 28'201 CHF | 99.17% | 99.17% |
19.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 58'659 CHF | 24'464 CHF | 99.17% | 99.17% |
18.11.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'331 CHF | 27'532 CHF | 99.23% | 99.23% |
15.11.2024 | 3.92% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 62'939 CHF | 26'176 CHF | 99.17% | 99.17% |
14.11.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 71'734 CHF | 29'694 CHF | 99.16% | 99.16% |
13.11.2024 | 3.56% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'283 CHF | 28'713 CHF | 99.17% | 99.17% |
12.11.2024 | 2.94% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'907 CHF | 34'563 CHF | 99.17% | 99.17% |
11.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'590 CHF | 39'636 CHF | 99.17% | 99.17% |
08.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'792 CHF | 33'717 CHF | 99.17% | 99.17% |
07.11.2024 | 2.96% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'240 CHF | 34'296 CHF | 98.66% | 98.66% |