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 | 2.27% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 132'116 | 129'465 | 66'527 CHF | 66'625 CHF | 99.25% | 99.25% |
19.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 133'558 | 129'708 | 65'627 CHF | 65'066 CHF | 98.42% | 98.42% |
18.11.2024 | 2.39% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 131'860 | 129'199 | 70'886 CHF | 71'025 CHF | 98.63% | 98.63% |
15.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 133'025 | 130'434 | 69'904 CHF | 69'927 CHF | 95.91% | 95.91% |
14.11.2024 | 2.10% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 131'125 | 129'532 | 73'245 CHF | 73'837 CHF | 98.94% | 98.94% |
13.11.2024 | 2.28% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 134'049 | 131'794 | 72'647 CHF | 72'991 CHF | 93.54% | 93.54% |
12.11.2024 | 2.12% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 133'249 | 130'508 | 72'134 CHF | 72'089 CHF | 95.80% | 95.80% |
11.11.2024 | 2.30% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 135'988 | 129'356 | 68'999 CHF | 67'215 CHF | 99.16% | 99.16% |
08.11.2024 | 2.48% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 147'998 | 129'699 | 66'673 CHF | 59'972 CHF | 98.48% | 98.48% |
07.11.2024 | 2.54% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 148'035 | 130'586 | 67'262 CHF | 60'873 CHF | 97.13% | 97.13% |