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 | 4.60% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 185'975 | 129'421 | 58'426 CHF | 42'567 CHF | 99.36% | 99.36% |
19.11.2024 | 4.29% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 184'491 | 129'662 | 56'619 CHF | 41'126 CHF | 98.54% | 98.54% |
18.11.2024 | 3.46% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 167'350 | 129'166 | 58'897 CHF | 46'887 CHF | 98.70% | 98.70% |
15.11.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 174'958 | 130'398 | 58'910 CHF | 45'383 CHF | 95.99% | 95.99% |
14.11.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 163'585 | 129'500 | 60'972 CHF | 49'509 CHF | 99.02% | 99.02% |
13.11.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 172'618 | 134'052 | 61'150 CHF | 49'016 CHF | 89.98% | 89.98% |
12.11.2024 | 3.13% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 168'778 | 130'462 | 59'918 CHF | 47'777 CHF | 95.91% | 95.91% |
11.11.2024 | 4.02% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 185'151 | 129'324 | 58'956 CHF | 43'349 CHF | 99.23% | 99.23% |
08.11.2024 | 4.56% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 210'713 | 129'673 | 55'540 CHF | 36'031 CHF | 98.53% | 98.53% |
07.11.2024 | 4.05% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 204'281 | 130'551 | 55'098 CHF | 36'718 CHF | 97.21% | 97.21% |