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 | 3.78% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'930 CHF | 26'972 CHF | 99.17% | 99.17% |
19.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'237 CHF | 27'495 CHF | 99.17% | 99.17% |
18.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'035 CHF | 26'614 CHF | 99.23% | 99.23% |
15.11.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'704 CHF | 26'882 CHF | 99.17% | 99.17% |
14.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'357 CHF | 27'543 CHF | 99.16% | 99.16% |
13.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'020 CHF | 28'608 CHF | 99.17% | 99.17% |
12.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 71'088 CHF | 29'435 CHF | 99.17% | 99.17% |
11.11.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'030 CHF | 26'612 CHF | 99.17% | 99.17% |
08.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'554 CHF | 26'822 CHF | 99.17% | 99.17% |
07.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'921 CHF | 26'968 CHF | 98.65% | 98.65% |