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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'942 CHF | 40'177 CHF | 99.17% | 99.17% |
20.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'021 CHF | 42'608 CHF | 99.17% | 99.17% |
19.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'843 CHF | 42'937 CHF | 99.17% | 99.17% |
18.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'220 CHF | 42'288 CHF | 99.23% | 99.23% |
15.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'202 CHF | 42'281 CHF | 99.17% | 99.17% |
14.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'268 CHF | 43'107 CHF | 99.16% | 99.16% |
13.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'954 CHF | 44'182 CHF | 99.17% | 99.17% |
12.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 110'095 CHF | 45'038 CHF | 99.17% | 99.17% |
11.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'219 CHF | 41'888 CHF | 99.17% | 99.17% |
08.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'331 CHF | 42'332 CHF | 99.17% | 99.17% |