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 | 2.03% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 131'100 | 129'511 | 73'884 CHF | 74'417 CHF | 99.14% | 99.14% |
19.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 131'361 | 129'768 | 72'407 CHF | 72'869 CHF | 98.27% | 98.27% |
18.11.2024 | 2.20% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 130'829 | 129'238 | 78'185 CHF | 78'832 CHF | 98.53% | 98.53% |
15.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 132'026 | 130'478 | 77'329 CHF | 77'796 CHF | 95.81% | 95.81% |
14.11.2024 | 1.89% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 131'159 | 129'572 | 81'171 CHF | 81'670 CHF | 98.85% | 98.85% |
13.11.2024 | 2.17% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 133'188 | 131'841 | 80'082 CHF | 80'895 CHF | 93.44% | 93.44% |
12.11.2024 | 1.92% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 132'236 | 130'595 | 79'489 CHF | 79'948 CHF | 95.57% | 95.57% |
11.11.2024 | 2.05% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 132'034 | 129'396 | 74'964 CHF | 74'964 CHF | 99.06% | 99.06% |
08.11.2024 | 2.19% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 132'514 | 129'794 | 67'628 CHF | 67'660 CHF | 98.20% | 98.20% |
07.11.2024 | 2.16% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 133'025 | 130'629 | 68'384 CHF | 68'588 CHF | 97.03% | 97.03% |