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 | 2.01% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 132'057 | 129'403 | 70'346 CHF | 70'299 CHF | 99.40% | 99.40% |
19.11.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 132'310 | 129'634 | 68'912 CHF | 68'846 CHF | 98.61% | 98.61% |
18.11.2024 | 2.09% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 130'749 | 129'145 | 74'116 CHF | 74'673 CHF | 98.76% | 98.76% |
15.11.2024 | 1.99% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 132'979 | 130'374 | 73'751 CHF | 73'734 CHF | 96.04% | 96.04% |
14.11.2024 | 2.25% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 131'078 | 129'478 | 76'842 CHF | 77'535 CHF | 99.08% | 99.08% |
13.11.2024 | 2.67% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 133'096 | 131'735 | 75'691 CHF | 76'758 CHF | 93.67% | 93.67% |
12.11.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 132'098 | 130'447 | 75'349 CHF | 75'847 CHF | 95.94% | 95.94% |
11.11.2024 | 2.12% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 131'963 | 129'304 | 70'881 CHF | 70'926 CHF | 99.28% | 99.28% |
08.11.2024 | 2.39% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 140'197 | 129'703 | 67'174 CHF | 63'653 CHF | 98.41% | 98.41% |
07.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 140'751 | 130'530 | 68'019 CHF | 64'471 CHF | 97.26% | 97.26% |