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 | 2.80% | 0.38 CHF | 0.38 CHF | 250'000 | 250'000 | 163'482 | 129'411 | 60'968 CHF | 49'544 CHF | 99.38% | 99.38% |
19.11.2024 | 2.83% | 0.36 CHF | 0.36 CHF | 250'000 | 250'000 | 164'477 | 129'641 | 59'775 CHF | 48'088 CHF | 98.60% | 98.60% |
18.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 155'457 | 129'149 | 63'515 CHF | 53'892 CHF | 98.74% | 98.74% |
15.11.2024 | 2.65% | 0.40 CHF | 0.40 CHF | 250'000 | 250'000 | 157'220 | 130'380 | 61'962 CHF | 52'631 CHF | 96.03% | 96.03% |
14.11.2024 | 2.43% | 0.42 CHF | 0.42 CHF | 250'000 | 250'000 | 147'862 | 129'483 | 63'292 CHF | 56'532 CHF | 99.06% | 99.06% |
13.11.2024 | 2.52% | 0.43 CHF | 0.43 CHF | 250'000 | 250'000 | 156'882 | 131'740 | 64'418 CHF | 55'401 CHF | 93.66% | 93.66% |
12.11.2024 | 2.53% | 0.41 CHF | 0.41 CHF | 250'000 | 250'000 | 155'156 | 130'479 | 63'867 CHF | 54'930 CHF | 95.85% | 95.85% |
11.11.2024 | 2.85% | 0.41 CHF | 0.41 CHF | 250'000 | 250'000 | 164'660 | 129'309 | 61'926 CHF | 50'277 CHF | 99.27% | 99.27% |
08.11.2024 | 3.31% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 183'419 | 129'651 | 58'698 CHF | 43'042 CHF | 98.59% | 98.59% |
07.11.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 179'771 | 130'535 | 58'535 CHF | 43'859 CHF | 97.25% | 97.25% |