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 | 2.07% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 132'064 | 129'417 | 69'058 CHF | 69'052 CHF | 99.37% | 99.37% |
19.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 132'329 | 129'658 | 67'612 CHF | 67'570 CHF | 98.55% | 98.55% |
18.11.2024 | 2.16% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 130'765 | 129'164 | 72'824 CHF | 73'416 CHF | 98.71% | 98.71% |
15.11.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 132'995 | 130'395 | 72'441 CHF | 72'445 CHF | 95.99% | 95.99% |
14.11.2024 | 2.25% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 131'094 | 129'497 | 75'575 CHF | 76'260 CHF | 99.03% | 99.03% |
13.11.2024 | 2.70% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 134'017 | 131'753 | 74'900 CHF | 75'477 CHF | 93.63% | 93.63% |
12.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'106 | 130'457 | 74'054 CHF | 74'573 CHF | 95.93% | 95.93% |
11.11.2024 | 2.18% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 131'976 | 129'321 | 69'587 CHF | 69'671 CHF | 99.24% | 99.24% |
08.11.2024 | 2.38% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 140'350 | 129'721 | 65'897 CHF | 62'392 CHF | 98.37% | 98.37% |
07.11.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 140'765 | 130'548 | 66'667 CHF | 63'256 CHF | 97.22% | 97.22% |