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 | 2.63% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 253'389 | 253'389 | 94'828 CHF | 97'362 CHF | 99.63% | 99.63% |
19.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 200'082 | 200'082 | 87'694 CHF | 89'754 CHF | 99.64% | 99.64% |
18.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 200'071 | 200'071 | 99'291 CHF | 101'363 CHF | 99.60% | 99.60% |
15.11.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 200'069 | 200'069 | 95'376 CHF | 97'417 CHF | 99.64% | 99.64% |
14.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 200'072 | 200'072 | 93'455 CHF | 95'556 CHF | 99.63% | 99.63% |
13.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 202'195 | 202'195 | 98'770 CHF | 100'812 CHF | 97.57% | 97.57% |
12.11.2024 | 2.05% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 129'324 | 129'324 | 68'570 CHF | 69'959 CHF | 99.64% | 99.64% |
11.11.2024 | 2.20% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 129'322 | 129'322 | 71'859 CHF | 73'378 CHF | 99.64% | 99.64% |
08.11.2024 | 2.14% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 129'545 | 129'545 | 72'312 CHF | 73'788 CHF | 99.64% | 99.64% |
07.11.2024 | 2.05% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 129'538 | 129'538 | 78'004 CHF | 79'536 CHF | 99.64% | 99.64% |