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 | 2.45% | 0.44 CHF | 0.44 CHF | 250'000 | 250'000 | 147'787 | 129'408 | 63'502 CHF | 56'835 CHF | 99.38% | 99.38% |
19.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 148'973 | 129'639 | 62'429 CHF | 55'365 CHF | 98.60% | 98.60% |
18.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 139'699 | 129'148 | 64'940 CHF | 61'170 CHF | 98.75% | 98.75% |
15.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 148'554 | 130'378 | 66'971 CHF | 59'990 CHF | 96.03% | 96.03% |
14.11.2024 | 2.14% | 0.48 CHF | 0.48 CHF | 250'000 | 250'000 | 140'004 | 129'481 | 67'810 CHF | 63'836 CHF | 99.07% | 99.07% |
13.11.2024 | 2.22% | 0.49 CHF | 0.49 CHF | 250'000 | 250'000 | 141'967 | 131'737 | 66'354 CHF | 62'792 CHF | 93.66% | 93.66% |
12.11.2024 | 2.23% | 0.47 CHF | 0.47 CHF | 250'000 | 250'000 | 141'633 | 130'472 | 66'281 CHF | 62'235 CHF | 95.87% | 95.87% |
11.11.2024 | 2.47% | 0.47 CHF | 0.47 CHF | 250'000 | 250'000 | 151'101 | 129'307 | 65'434 CHF | 57'496 CHF | 99.27% | 99.27% |
08.11.2024 | 2.80% | 0.40 CHF | 0.40 CHF | 250'000 | 250'000 | 163'670 | 129'650 | 61'604 CHF | 50'218 CHF | 98.59% | 98.59% |
07.11.2024 | 2.73% | 0.39 CHF | 0.39 CHF | 250'000 | 250'000 | 164'156 | 130'533 | 62'629 CHF | 51'101 CHF | 97.25% | 97.25% |