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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.11% | 0.53 CHF | 0.53 CHF | 250'000 | 250'000 | 139'594 | 129'305 | 70'267 CHF | 66'356 CHF | 99.68% | 99.68% |
20.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 139'892 | 129'396 | 67'957 CHF | 64'053 CHF | 99.42% | 99.42% |
19.11.2024 | 2.17% | 0.47 CHF | 0.47 CHF | 250'000 | 250'000 | 140'155 | 129'633 | 66'506 CHF | 62'575 CHF | 98.61% | 98.61% |
18.11.2024 | 2.01% | 0.52 CHF | 0.52 CHF | 250'000 | 250'000 | 131'818 | 129'144 | 68'636 CHF | 68'387 CHF | 98.76% | 98.76% |
15.11.2024 | 2.05% | 0.51 CHF | 0.51 CHF | 250'000 | 250'000 | 134'259 | 130'374 | 68'073 CHF | 67'285 CHF | 96.04% | 96.04% |
14.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 132'144 | 129'477 | 71'377 CHF | 71'084 CHF | 99.08% | 99.08% |
13.11.2024 | 1.99% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 134'003 | 131'735 | 70'136 CHF | 70'118 CHF | 93.67% | 93.67% |
12.11.2024 | 2.00% | 0.52 CHF | 0.52 CHF | 250'000 | 250'000 | 133'198 | 130'446 | 69'763 CHF | 69'466 CHF | 95.95% | 95.95% |
11.11.2024 | 2.19% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 139'832 | 129'304 | 68'473 CHF | 64'655 CHF | 99.28% | 99.28% |
08.11.2024 | 2.45% | 0.46 CHF | 0.46 CHF | 250'000 | 250'000 | 148'126 | 129'652 | 64'015 CHF | 57'337 CHF | 98.58% | 98.58% |