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 | 2.40% | 0.39 CHF | 0.40 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 103'183 CHF | 31'705 CHF | 99.37% | 99.37% |
19.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 101'497 CHF | 31'199 CHF | 99.38% | 99.38% |
18.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 113'096 CHF | 34'679 CHF | 97.62% | 97.62% |
15.11.2024 | 1.91% | 0.45 CHF | 0.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 130'067 CHF | 39'770 CHF | 99.38% | 99.38% |
14.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 130'757 CHF | 39'977 CHF | 99.37% | 99.37% |
13.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 131'974 CHF | 40'342 CHF | 96.85% | 96.85% |
12.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 142'036 CHF | 43'361 CHF | 96.84% | 96.84% |
11.11.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 136'899 CHF | 41'820 CHF | 99.39% | 99.39% |
08.11.2024 | 2.02% | 0.55 CHF | 0.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 122'625 CHF | 37'538 CHF | 90.77% | 90.77% |
07.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 120'914 CHF | 37'024 CHF | 98.68% | 98.68% |