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 | 3.21% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 155'693 | 129'495 | 61'346 CHF | 52'661 CHF | 99.19% | 99.19% |
19.11.2024 | 3.34% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 156'987 | 129'753 | 60'321 CHF | 51'276 CHF | 98.31% | 98.31% |
18.11.2024 | 3.13% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 147'635 | 129'234 | 63'484 CHF | 57'168 CHF | 98.54% | 98.54% |
15.11.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 151'834 | 130'473 | 63'198 CHF | 55'724 CHF | 95.82% | 95.82% |
14.11.2024 | 2.51% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 142'545 | 129'568 | 64'292 CHF | 59'838 CHF | 98.86% | 98.86% |
13.11.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 151'138 | 134'916 | 65'661 CHF | 60'064 CHF | 88.65% | 88.65% |
12.11.2024 | 2.77% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 148'824 | 130'519 | 64'500 CHF | 58'088 CHF | 95.77% | 95.77% |
11.11.2024 | 3.05% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 159'061 | 129'362 | 63'298 CHF | 53'369 CHF | 99.14% | 99.14% |
08.11.2024 | 3.70% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 174'789 | 129'705 | 59'756 CHF | 46'178 CHF | 98.47% | 98.47% |
07.11.2024 | 3.56% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 171'997 | 130'592 | 59'919 CHF | 47'131 CHF | 97.11% | 97.11% |