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% | 2.74 CHF | 2.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 820'923 CHF | 823'923 CHF | 99.81% | 99.81% |
19.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 813'982 CHF | 816'982 CHF | 99.72% | 99.72% |
18.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 826'458 CHF | 829'458 CHF | 99.71% | 99.71% |
15.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 830'282 CHF | 833'282 CHF | 99.81% | 99.81% |
14.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 832'708 CHF | 835'708 CHF | 99.81% | 99.81% |
13.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 814'365 CHF | 817'365 CHF | 99.81% | 99.81% |
12.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 810'815 CHF | 813'815 CHF | 99.51% | 99.51% |
11.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 803'876 CHF | 806'876 CHF | 99.71% | 99.71% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 782'406 CHF | 785'406 CHF | 99.81% | 99.81% |
07.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 790'381 CHF | 793'381 CHF | 95.70% | 95.70% |