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 | 3.33% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 152'935 | 129'416 | 63'656 CHF | 55'628 CHF | 99.38% | 99.38% |
19.11.2024 | 3.15% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 151'963 | 129'657 | 61'809 CHF | 54'176 CHF | 98.56% | 98.56% |
18.11.2024 | 2.49% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 142'379 | 129'162 | 64'460 CHF | 59'869 CHF | 98.71% | 98.71% |
15.11.2024 | 2.68% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 148'595 | 130'394 | 65'055 CHF | 58'603 CHF | 96.00% | 96.00% |
14.11.2024 | 2.33% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 140'014 | 129'496 | 66'123 CHF | 62'503 CHF | 99.03% | 99.03% |
13.11.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 149'157 | 132'980 | 67'838 CHF | 61'944 CHF | 91.65% | 91.65% |
12.11.2024 | 2.48% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 145'376 | 130'456 | 66'180 CHF | 60'852 CHF | 95.93% | 95.93% |
11.11.2024 | 3.08% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 153'670 | 129'320 | 64'597 CHF | 56'279 CHF | 99.24% | 99.24% |
08.11.2024 | 3.34% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 165'065 | 129'671 | 60'097 CHF | 48'921 CHF | 98.53% | 98.53% |
07.11.2024 | 3.06% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 164'171 | 130'547 | 60'696 CHF | 49'764 CHF | 97.22% | 97.22% |