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 | 2.98% | 0.36 CHF | 0.36 CHF | 250'000 | 250'000 | 171'329 | 129'402 | 60'354 CHF | 46'897 CHF | 99.40% | 99.40% |
19.11.2024 | 2.99% | 0.34 CHF | 0.34 CHF | 250'000 | 250'000 | 171'673 | 129'633 | 58'911 CHF | 45'438 CHF | 98.61% | 98.61% |
18.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 155'582 | 129'144 | 60'383 CHF | 51'244 CHF | 98.76% | 98.76% |
15.11.2024 | 2.77% | 0.38 CHF | 0.38 CHF | 250'000 | 250'000 | 164'184 | 130'374 | 61'337 CHF | 49'957 CHF | 96.04% | 96.04% |
14.11.2024 | 2.54% | 0.40 CHF | 0.40 CHF | 250'000 | 250'000 | 155'715 | 129'478 | 63'477 CHF | 53'867 CHF | 99.08% | 99.08% |
13.11.2024 | 2.66% | 0.41 CHF | 0.41 CHF | 250'000 | 250'000 | 163'586 | 131'737 | 63'786 CHF | 52'719 CHF | 93.67% | 93.67% |
12.11.2024 | 2.66% | 0.39 CHF | 0.39 CHF | 250'000 | 250'000 | 159'119 | 130'447 | 62'245 CHF | 52'264 CHF | 95.94% | 95.94% |
11.11.2024 | 3.00% | 0.39 CHF | 0.39 CHF | 250'000 | 250'000 | 172'372 | 129'304 | 61'235 CHF | 47'648 CHF | 99.28% | 99.28% |
08.11.2024 | 3.53% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 192'711 | 129'653 | 57'735 CHF | 40'437 CHF | 98.58% | 98.58% |
07.11.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 187'572 | 130'530 | 57'266 CHF | 41'230 CHF | 97.26% | 97.26% |