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 | 2.47% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 147'821 | 129'512 | 66'951 CHF | 60'118 CHF | 99.14% | 99.14% |
19.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 146'853 | 129'769 | 64'900 CHF | 58'579 CHF | 98.26% | 98.26% |
18.11.2024 | 2.52% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 139'765 | 129'239 | 68'104 CHF | 64'462 CHF | 98.53% | 98.53% |
15.11.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 140'856 | 130'479 | 66'885 CHF | 63'365 CHF | 95.81% | 95.81% |
14.11.2024 | 2.46% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 132'218 | 129'573 | 67'047 CHF | 67'265 CHF | 98.85% | 98.85% |
13.11.2024 | 2.72% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 141'061 | 131'842 | 69'180 CHF | 66'366 CHF | 93.44% | 93.44% |
12.11.2024 | 2.34% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 138'925 | 130'597 | 68'202 CHF | 65'583 CHF | 95.56% | 95.56% |
11.11.2024 | 2.56% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 147'762 | 129'397 | 67'435 CHF | 60'757 CHF | 99.06% | 99.06% |
08.11.2024 | 2.81% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 155'891 | 129'739 | 62'402 CHF | 53'534 CHF | 98.39% | 98.39% |
07.11.2024 | 2.90% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 156'420 | 130'630 | 63'246 CHF | 54'402 CHF | 97.03% | 97.03% |