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 | 0.38% | 2.63 CHF | 2.64 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 490'162 CHF | 492'005 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 185'000 | 185'000 | 185'038 | 185'038 | 484'906 CHF | 486'756 CHF | 99.70% | 99.70% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 483'779 CHF | 485'628 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 185'000 | 185'000 | 184'236 | 184'236 | 485'121 CHF | 486'964 CHF | 99.81% | 99.81% |
14.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 185'000 | 185'000 | 184'233 | 184'233 | 490'715 CHF | 492'558 CHF | 99.35% | 99.35% |
13.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 190'000 | 190'000 | 189'335 | 189'335 | 472'576 CHF | 474'469 CHF | 99.83% | 99.83% |
12.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 190'000 | 190'000 | 187'765 | 187'765 | 483'761 CHF | 485'638 CHF | 99.55% | 99.55% |
11.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 486'203 CHF | 488'045 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 185'000 | 185'000 | 185'837 | 185'837 | 482'969 CHF | 484'827 CHF | 99.15% | 99.15% |
07.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 190'000 | 190'000 | 188'357 | 188'357 | 483'304 CHF | 485'187 CHF | 99.78% | 99.78% |