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 | 3.47% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 194'967 | 129'507 | 56'798 CHF | 39'128 CHF | 99.15% | 99.15% |
19.11.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 194'930 | 129'762 | 55'144 CHF | 37'710 CHF | 98.28% | 98.28% |
18.11.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 179'132 | 129'235 | 58'591 CHF | 43'459 CHF | 98.54% | 98.54% |
15.11.2024 | 4.56% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 187'166 | 130'474 | 58'154 CHF | 42'376 CHF | 95.82% | 95.82% |
14.11.2024 | 3.26% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 171'437 | 129'569 | 59'156 CHF | 45'989 CHF | 98.86% | 98.86% |
13.11.2024 | 4.48% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 180'311 | 133'066 | 58'912 CHF | 45'496 CHF | 91.47% | 91.47% |
12.11.2024 | 3.45% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 177'962 | 130'578 | 58'711 CHF | 44'564 CHF | 95.61% | 95.61% |
11.11.2024 | 3.93% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 196'003 | 129'393 | 57'385 CHF | 39'979 CHF | 99.07% | 99.07% |
08.11.2024 | 4.58% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 223'573 | 129'735 | 53'349 CHF | 32'833 CHF | 98.39% | 98.39% |
07.11.2024 | 4.89% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 217'873 | 130'625 | 53'111 CHF | 33'601 CHF | 97.04% | 97.04% |