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 | 2.76% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 163'479 | 129'411 | 60'787 CHF | 49'506 CHF | 99.39% | 99.39% |
19.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 164'408 | 129'652 | 59'561 CHF | 48'107 CHF | 98.57% | 98.57% |
18.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 155'463 | 129'159 | 63'287 CHF | 53'839 CHF | 98.72% | 98.72% |
15.11.2024 | 3.34% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 157'207 | 130'391 | 61'685 CHF | 52'838 CHF | 96.00% | 96.00% |
14.11.2024 | 3.14% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 147'868 | 129'493 | 62'878 CHF | 56'644 CHF | 99.04% | 99.04% |
13.11.2024 | 3.64% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 156'593 | 131'750 | 63'869 CHF | 55'671 CHF | 93.64% | 93.64% |
12.11.2024 | 2.80% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 154'418 | 130'451 | 63'368 CHF | 55'014 CHF | 95.94% | 95.94% |
11.11.2024 | 3.09% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 164'509 | 129'317 | 61'637 CHF | 50'322 CHF | 99.25% | 99.25% |
08.11.2024 | 3.51% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 184'838 | 129'717 | 58'996 CHF | 43'165 CHF | 98.38% | 98.38% |
07.11.2024 | 3.60% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 179'775 | 130'544 | 58'220 CHF | 43'922 CHF | 97.23% | 97.23% |