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 | 0.36% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 689'397 CHF | 691'897 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 683'396 CHF | 685'896 CHF | 99.91% | 99.91% |
18.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 690'219 CHF | 692'719 CHF | 99.91% | 99.91% |
15.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 689'832 CHF | 692'332 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 696'686 CHF | 699'186 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 674'439 CHF | 676'939 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 672'752 CHF | 675'252 CHF | 99.70% | 99.70% |
11.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 661'472 CHF | 663'972 CHF | 99.91% | 99.91% |
08.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 633'132 CHF | 635'632 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 633'305 CHF | 635'805 CHF | 95.89% | 95.89% |