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% | 2.50 CHF | 2.51 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 226'994 CHF | 227'894 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 223'172 CHF | 224'072 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 229'552 CHF | 230'452 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 229'209 CHF | 230'109 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 220'778 CHF | 221'687 CHF | 99.34% | 99.34% |
13.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 219'849 CHF | 220'799 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 218'550 CHF | 219'459 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 226'938 CHF | 227'838 CHF | 99.93% | 99.93% |
08.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 227'863 CHF | 228'763 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 85'000 | 85'000 | 85'779 | 85'779 | 226'132 CHF | 226'990 CHF | 100.00% | 100.00% |