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 | 1.84% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'056 | 129'402 | 72'880 CHF | 72'734 CHF | 99.40% | 99.40% |
19.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 131'712 | 129'633 | 71'089 CHF | 71'310 CHF | 98.61% | 98.61% |
18.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 130'749 | 129'145 | 76'638 CHF | 77'017 CHF | 98.76% | 98.76% |
15.11.2024 | 2.47% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 131'937 | 130'374 | 75'452 CHF | 76'282 CHF | 96.04% | 96.04% |
14.11.2024 | 2.16% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 131'077 | 129'478 | 79'201 CHF | 79'841 CHF | 99.08% | 99.08% |
13.11.2024 | 1.94% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 134'945 | 134'169 | 79'274 CHF | 80'308 CHF | 89.82% | 89.82% |
12.11.2024 | 2.07% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 132'098 | 130'446 | 77'725 CHF | 78'262 CHF | 95.94% | 95.94% |
11.11.2024 | 2.05% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 131'963 | 129'304 | 73'374 CHF | 73'367 CHF | 99.28% | 99.28% |
08.11.2024 | 2.47% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 140'057 | 129'654 | 69'501 CHF | 65'912 CHF | 98.58% | 98.58% |
07.11.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 133'508 | 130'530 | 66'876 CHF | 66'785 CHF | 97.26% | 97.26% |