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 | 2.59% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 155'604 | 129'391 | 63'262 CHF | 53'868 CHF | 99.43% | 99.43% |
19.11.2024 | 2.60% | 0.39 CHF | 0.39 CHF | 250'000 | 250'000 | 156'211 | 129'632 | 61'942 CHF | 52'405 CHF | 98.62% | 98.62% |
18.11.2024 | 2.36% | 0.44 CHF | 0.44 CHF | 250'000 | 250'000 | 147'575 | 129'144 | 65'232 CHF | 58'213 CHF | 98.76% | 98.76% |
15.11.2024 | 2.43% | 0.43 CHF | 0.43 CHF | 250'000 | 250'000 | 149'147 | 130'373 | 63'815 CHF | 57'001 CHF | 96.04% | 96.04% |
14.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 140'008 | 129'477 | 64'602 CHF | 60'865 CHF | 99.08% | 99.08% |
13.11.2024 | 2.33% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 149'464 | 131'735 | 66'404 CHF | 59'793 CHF | 93.67% | 93.67% |
12.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 148'722 | 130'457 | 66'200 CHF | 59'260 CHF | 95.91% | 95.91% |
11.11.2024 | 2.62% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 155'883 | 129'303 | 63'914 CHF | 54'561 CHF | 99.28% | 99.28% |
08.11.2024 | 3.00% | 0.38 CHF | 0.38 CHF | 250'000 | 250'000 | 171'503 | 129'652 | 60'631 CHF | 47'310 CHF | 98.58% | 98.58% |
07.11.2024 | 2.91% | 0.37 CHF | 0.37 CHF | 250'000 | 250'000 | 171'434 | 130'529 | 61'501 CHF | 48'157 CHF | 97.26% | 97.26% |