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 | 2.90% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'857 CHF | 34'943 CHF | 99.17% | 99.17% |
19.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'533 CHF | 35'213 CHF | 99.17% | 99.17% |
18.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'478 CHF | 34'391 CHF | 99.23% | 99.23% |
15.11.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'005 CHF | 34'602 CHF | 99.17% | 99.17% |
14.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'628 CHF | 35'251 CHF | 99.16% | 99.16% |
13.11.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 88'306 CHF | 36'322 CHF | 99.17% | 99.17% |
12.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'489 CHF | 37'196 CHF | 99.17% | 99.17% |
11.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'079 CHF | 34'232 CHF | 99.17% | 99.17% |
08.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'814 CHF | 34'526 CHF | 99.17% | 99.17% |
07.11.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'497 CHF | 34'799 CHF | 98.60% | 98.60% |