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 | 0.35% | 2.84 CHF | 2.85 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 257'997 CHF | 258'897 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 254'195 CHF | 255'095 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 260'820 CHF | 261'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 260'388 CHF | 261'288 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 90'000 | 90'000 | 90'925 | 90'925 | 252'155 CHF | 253'064 CHF | 99.33% | 99.33% |
13.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 252'555 CHF | 253'505 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.64 CHF | 2.65 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 249'969 CHF | 250'879 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 258'101 CHF | 259'001 CHF | 99.93% | 99.93% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 259'140 CHF | 260'040 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 85'000 | 85'000 | 85'783 | 85'783 | 256'084 CHF | 256'942 CHF | 100.00% | 100.00% |