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 | 2.46% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 139'943 | 129'423 | 64'841 CHF | 61'422 CHF | 99.36% | 99.36% |
19.11.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 141'359 | 129'664 | 63'875 CHF | 59'869 CHF | 98.54% | 98.54% |
18.11.2024 | 2.57% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 131'859 | 129'168 | 65'590 CHF | 65'814 CHF | 98.70% | 98.70% |
15.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 140'796 | 130'400 | 68'335 CHF | 64'669 CHF | 95.98% | 95.98% |
14.11.2024 | 2.26% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 132'162 | 129'501 | 68'508 CHF | 68'608 CHF | 99.02% | 99.02% |
13.11.2024 | 2.41% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 136'315 | 131'760 | 68'423 CHF | 67'707 CHF | 93.61% | 93.61% |
12.11.2024 | 2.28% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 135'261 | 130'460 | 67'805 CHF | 66'858 CHF | 95.92% | 95.92% |
11.11.2024 | 2.50% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 143'781 | 129'326 | 67'107 CHF | 62'040 CHF | 99.23% | 99.23% |
08.11.2024 | 2.74% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 155'821 | 129'669 | 63'962 CHF | 54'828 CHF | 98.55% | 98.55% |
07.11.2024 | 3.00% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 155'344 | 130'553 | 64'424 CHF | 55'798 CHF | 97.20% | 97.20% |