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 | 0.40% | 2.52 CHF | 2.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 621'707 CHF | 624'207 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 615'906 CHF | 618'406 CHF | 99.91% | 99.91% |
18.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 622'409 CHF | 624'909 CHF | 99.91% | 99.91% |
15.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 621'885 CHF | 624'385 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 628'694 CHF | 631'194 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 606'933 CHF | 609'433 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 605'303 CHF | 607'803 CHF | 99.70% | 99.70% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 594'326 CHF | 596'826 CHF | 99.91% | 99.91% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 566'402 CHF | 568'902 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 566'446 CHF | 568'946 CHF | 95.89% | 95.89% |