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 | 0.51% | 1.95 CHF | 1.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 232'973 CHF | 234'173 CHF | 99.43% | 99.43% |
19.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 228'777 CHF | 229'977 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 231'882 CHF | 233'082 CHF | 99.88% | 99.88% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 231'322 CHF | 232'522 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 229'190 CHF | 230'390 CHF | 98.52% | 98.52% |
13.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 230'010 CHF | 231'210 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 234'901 CHF | 236'101 CHF | 99.88% | 99.88% |
11.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 237'240 CHF | 238'440 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 237'073 CHF | 238'273 CHF | 99.05% | 99.05% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 240'638 CHF | 241'838 CHF | 100.00% | 100.00% |