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 | 0.45% | 2.15 CHF | 2.16 CHF | 413'400 | 413'400 | 413'400 | 413'400 | 923'366 CHF | 927'500 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 388'600 | 388'600 | 388'600 | 388'600 | 829'778 CHF | 833'664 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 391'200 | 391'200 | 391'200 | 391'200 | 890'512 CHF | 894'424 CHF | 97.80% | 97.80% |
15.11.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 354'200 | 354'200 | 354'200 | 354'200 | 840'415 CHF | 843'957 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 370'900 | 370'900 | 370'900 | 370'900 | 923'147 CHF | 926'856 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 368'900 | 368'900 | 368'900 | 368'900 | 886'173 CHF | 889'862 CHF | 99.73% | 99.73% |
12.11.2024 | 0.38% | 2.44 CHF | 2.45 CHF | 326'800 | 326'800 | 326'800 | 326'800 | 855'460 CHF | 858'728 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 346'600 | 346'600 | 346'600 | 346'600 | 993'729 CHF | 997'195 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 322'000 | 322'000 | 322'000 | 322'000 | 871'107 CHF | 874'327 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 335'100 | 335'100 | 335'100 | 335'100 | 983'969 CHF | 987'320 CHF | 99.68% | 99.68% |