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 | 0.46% | 2.15 CHF | 2.16 CHF | 330'000 | 330'000 | 323'783 | 323'783 | 695'936 CHF | 699'174 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 325'000 | 325'000 | 323'416 | 323'416 | 694'688 CHF | 697'922 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 320'000 | 320'000 | 318'029 | 318'029 | 677'095 CHF | 680'275 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 315'000 | 315'000 | 314'627 | 314'627 | 668'512 CHF | 671'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 320'000 | 320'000 | 321'005 | 321'005 | 690'312 CHF | 693'522 CHF | 99.34% | 99.34% |
13.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 330'000 | 330'000 | 322'974 | 322'974 | 697'082 CHF | 700'312 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 320'000 | 320'000 | 315'013 | 315'013 | 668'146 CHF | 671'296 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 315'000 | 315'000 | 314'425 | 314'425 | 667'009 CHF | 670'154 CHF | 99.93% | 99.93% |
08.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 320'000 | 320'000 | 315'068 | 315'068 | 671'725 CHF | 674'876 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 305'000 | 305'000 | 304'038 | 304'038 | 636'136 CHF | 639'176 CHF | 100.00% | 100.00% |