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 | 3.18% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 179'185 | 129'391 | 58'679 CHF | 43'702 CHF | 99.43% | 99.43% |
19.11.2024 | 3.22% | 0.31 CHF | 0.31 CHF | 250'000 | 250'000 | 179'740 | 129'632 | 57'309 CHF | 42'261 CHF | 98.61% | 98.61% |
18.11.2024 | 2.86% | 0.36 CHF | 0.36 CHF | 250'000 | 250'000 | 163'353 | 129'144 | 59'377 CHF | 48'060 CHF | 98.76% | 98.76% |
15.11.2024 | 2.99% | 0.35 CHF | 0.35 CHF | 250'000 | 250'000 | 171'985 | 130'374 | 59'978 CHF | 46'740 CHF | 96.04% | 96.04% |
14.11.2024 | 2.70% | 0.38 CHF | 0.38 CHF | 250'000 | 250'000 | 157'382 | 129'477 | 60'274 CHF | 50'673 CHF | 99.08% | 99.08% |
13.11.2024 | 2.82% | 0.39 CHF | 0.39 CHF | 250'000 | 250'000 | 166'394 | 131'736 | 60'795 CHF | 49'483 CHF | 93.67% | 93.67% |
12.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 165'993 | 130'458 | 60'853 CHF | 49'074 CHF | 95.91% | 95.91% |
11.11.2024 | 3.24% | 0.37 CHF | 0.37 CHF | 250'000 | 250'000 | 180'373 | 129'303 | 59'563 CHF | 44'490 CHF | 99.28% | 99.28% |
08.11.2024 | 3.82% | 0.30 CHF | 0.30 CHF | 250'000 | 250'000 | 203'368 | 129'646 | 55'946 CHF | 37'297 CHF | 98.60% | 98.60% |
07.11.2024 | 3.67% | 0.29 CHF | 0.29 CHF | 250'000 | 250'000 | 199'665 | 130'530 | 56'064 CHF | 38'061 CHF | 97.26% | 97.26% |