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 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 674'094 CHF | 677'094 CHF | 99.81% | 99.81% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 677'020 CHF | 680'020 CHF | 99.72% | 99.72% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 668'461 CHF | 671'461 CHF | 99.71% | 99.71% |
15.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 663'763 CHF | 666'763 CHF | 99.81% | 99.81% |
14.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 668'320 CHF | 671'320 CHF | 99.81% | 99.81% |
13.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 667'642 CHF | 670'642 CHF | 99.81% | 99.81% |
12.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 670'186 CHF | 673'186 CHF | 99.51% | 99.51% |
11.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 666'515 CHF | 669'515 CHF | 99.72% | 99.72% |
08.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 662'682 CHF | 665'682 CHF | 99.81% | 99.81% |
07.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 652'469 CHF | 655'469 CHF | 95.70% | 95.70% |