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 | 2.33% | 0.46 CHF | 0.46 CHF | 250'000 | 250'000 | 147'727 | 129'388 | 66'584 CHF | 59'548 CHF | 99.44% | 99.44% |
19.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 147'355 | 129'629 | 64'843 CHF | 58'081 CHF | 98.63% | 98.63% |
18.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 139'695 | 129'142 | 67'881 CHF | 63'889 CHF | 98.76% | 98.76% |
15.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 140'778 | 130'371 | 66'462 CHF | 62'740 CHF | 96.05% | 96.05% |
14.11.2024 | 2.04% | 0.50 CHF | 0.50 CHF | 250'000 | 250'000 | 132'152 | 129'475 | 66'774 CHF | 66'566 CHF | 99.08% | 99.08% |
13.11.2024 | 2.12% | 0.51 CHF | 0.51 CHF | 250'000 | 250'000 | 141'734 | 131'733 | 69'221 CHF | 65'552 CHF | 93.67% | 93.67% |
12.11.2024 | 2.14% | 0.49 CHF | 0.49 CHF | 250'000 | 250'000 | 140'988 | 130'451 | 68'940 CHF | 64'957 CHF | 95.93% | 95.93% |
11.11.2024 | 2.35% | 0.49 CHF | 0.49 CHF | 250'000 | 250'000 | 147'699 | 129'301 | 67'114 CHF | 60'191 CHF | 99.29% | 99.29% |
08.11.2024 | 2.66% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 156'499 | 129'649 | 62'200 CHF | 52'905 CHF | 98.59% | 98.59% |
07.11.2024 | 2.57% | 0.41 CHF | 0.41 CHF | 250'000 | 250'000 | 156'356 | 130'527 | 62'934 CHF | 53'801 CHF | 97.26% | 97.26% |