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 | 2.31% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 139'858 | 129'411 | 69'001 CHF | 65'306 CHF | 99.37% | 99.37% |
19.11.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 138'856 | 129'641 | 66'894 CHF | 63'747 CHF | 98.59% | 98.59% |
18.11.2024 | 2.44% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 131'822 | 129'150 | 69'552 CHF | 69'714 CHF | 98.74% | 98.74% |
15.11.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 132'983 | 130'381 | 68'552 CHF | 68'595 CHF | 96.03% | 96.03% |
14.11.2024 | 2.13% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 132'148 | 129'483 | 72'498 CHF | 72'516 CHF | 99.06% | 99.06% |
13.11.2024 | 2.29% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 134'007 | 131'741 | 71'306 CHF | 71'651 CHF | 93.66% | 93.66% |
12.11.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 133'234 | 130'480 | 70'806 CHF | 70'780 CHF | 95.84% | 95.84% |
11.11.2024 | 2.35% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 139'834 | 129'309 | 69'528 CHF | 65'904 CHF | 99.27% | 99.27% |
08.11.2024 | 2.55% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 147'990 | 129'652 | 65'211 CHF | 58'676 CHF | 98.59% | 98.59% |
07.11.2024 | 2.67% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 148'558 | 130'535 | 66'037 CHF | 59'598 CHF | 97.25% | 97.25% |