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 | 3.93% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 175'736 | 129'427 | 59'153 CHF | 45'306 CHF | 99.35% | 99.35% |
19.11.2024 | 3.68% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 174'975 | 129'667 | 57'493 CHF | 43'845 CHF | 98.53% | 98.53% |
18.11.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 163'348 | 129'171 | 61'020 CHF | 49'561 CHF | 98.69% | 98.69% |
15.11.2024 | 3.26% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 166'593 | 130'403 | 59'602 CHF | 48'194 CHF | 95.98% | 95.98% |
14.11.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 155'735 | 129'504 | 61'191 CHF | 52'159 CHF | 99.01% | 99.01% |
13.11.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 164'865 | 131'763 | 61'764 CHF | 50'860 CHF | 93.61% | 93.61% |
12.11.2024 | 3.02% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 163'499 | 130'464 | 61'468 CHF | 50'526 CHF | 95.91% | 95.91% |
11.11.2024 | 3.49% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 176'632 | 129'329 | 60'137 CHF | 46'038 CHF | 99.22% | 99.22% |
08.11.2024 | 4.22% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 195'562 | 129'672 | 55'654 CHF | 38'715 CHF | 98.54% | 98.54% |
07.11.2024 | 3.68% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 195'377 | 130'556 | 56'732 CHF | 39'387 CHF | 97.20% | 97.20% |