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 | 2.21% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 132'060 | 129'406 | 67'886 CHF | 67'948 CHF | 99.39% | 99.39% |
19.11.2024 | 2.23% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 132'854 | 129'636 | 66'673 CHF | 66'441 CHF | 98.61% | 98.61% |
18.11.2024 | 2.48% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 131'819 | 129'146 | 72'331 CHF | 72'511 CHF | 98.75% | 98.75% |
15.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 132'980 | 130'376 | 71'279 CHF | 71'264 CHF | 96.04% | 96.04% |
14.11.2024 | 2.03% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 131'079 | 129'479 | 74'668 CHF | 75'219 CHF | 99.07% | 99.07% |
13.11.2024 | 1.98% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 135'841 | 134'802 | 75'213 CHF | 76'093 CHF | 88.86% | 88.86% |
12.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'913 | 130'451 | 73'363 CHF | 73'437 CHF | 95.93% | 95.93% |
11.11.2024 | 2.31% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 133'027 | 129'305 | 68'927 CHF | 68'561 CHF | 99.28% | 99.28% |
08.11.2024 | 2.44% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 145'564 | 129'704 | 67'093 CHF | 61'331 CHF | 98.41% | 98.41% |
07.11.2024 | 2.67% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 140'752 | 130'532 | 65'502 CHF | 62'341 CHF | 97.25% | 97.25% |