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 | 2.50% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 139'928 | 129'464 | 67'732 CHF | 64'196 CHF | 99.25% | 99.25% |
19.11.2024 | 2.51% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 140'213 | 129'707 | 66'279 CHF | 62'706 CHF | 98.43% | 98.43% |
18.11.2024 | 2.66% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 131'860 | 129'199 | 68'443 CHF | 68'730 CHF | 98.63% | 98.63% |
15.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 133'025 | 130'433 | 67'340 CHF | 67'416 CHF | 95.91% | 95.91% |
14.11.2024 | 2.09% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 132'186 | 129'532 | 71'416 CHF | 71'420 CHF | 98.94% | 98.94% |
13.11.2024 | 2.06% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 135'892 | 134'869 | 71'224 CHF | 72'127 CHF | 88.74% | 88.74% |
12.11.2024 | 2.28% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 133'248 | 130'507 | 69'635 CHF | 69'692 CHF | 95.80% | 95.80% |
11.11.2024 | 2.49% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 139'869 | 129'355 | 68'264 CHF | 64'793 CHF | 99.16% | 99.16% |
08.11.2024 | 2.56% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 148'021 | 129'698 | 63'902 CHF | 57'520 CHF | 98.48% | 98.48% |
07.11.2024 | 3.14% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 148'592 | 130'585 | 64'771 CHF | 58'664 CHF | 97.13% | 97.13% |