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 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'737 CHF | 21'295 CHF | 99.17% | 99.17% |
19.11.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 52'026 CHF | 21'810 CHF | 99.17% | 99.17% |
18.11.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'896 CHF | 20'959 CHF | 99.23% | 99.23% |
15.11.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'039 CHF | 21'016 CHF | 99.17% | 99.17% |
14.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'934 CHF | 21'774 CHF | 99.16% | 99.16% |
13.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 54'975 CHF | 22'990 CHF | 99.17% | 99.17% |
12.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'530 CHF | 23'612 CHF | 99.17% | 99.17% |
11.11.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'170 CHF | 20'668 CHF | 99.17% | 99.17% |
08.11.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'102 CHF | 21'041 CHF | 99.17% | 99.17% |
07.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'028 CHF | 21'011 CHF | 98.65% | 98.65% |