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 | 0.53% | 1.89 CHF | 1.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 225'791 CHF | 226'991 CHF | 99.44% | 99.44% |
19.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 221'606 CHF | 222'806 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 224'695 CHF | 225'895 CHF | 99.88% | 99.88% |
15.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 224'120 CHF | 225'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 221'998 CHF | 223'198 CHF | 98.60% | 98.60% |
13.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 222'826 CHF | 224'026 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 227'721 CHF | 228'921 CHF | 99.88% | 99.88% |
11.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 230'041 CHF | 231'241 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 229'871 CHF | 231'071 CHF | 99.05% | 99.05% |
07.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 233'419 CHF | 234'619 CHF | 100.00% | 100.00% |