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 | 0.49% | 2.00 CHF | 2.01 CHF | 197'000 | 197'000 | 197'000 | 197'000 | 399'835 CHF | 401'805 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 197'600 | 197'600 | 197'600 | 197'600 | 385'218 CHF | 387'194 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.96 CHF | 1.97 CHF | 216'900 | 216'900 | 216'900 | 216'900 | 394'339 CHF | 396'508 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 201'300 | 201'300 | 201'300 | 201'300 | 375'967 CHF | 377'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 203'700 | 203'700 | 203'700 | 203'700 | 396'263 CHF | 398'300 CHF | 99.79% | 99.79% |
13.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 206'300 | 206'300 | 206'300 | 206'300 | 385'228 CHF | 387'291 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 207'500 | 207'500 | 207'500 | 207'500 | 393'665 CHF | 395'740 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 186'100 | 186'100 | 186'100 | 186'100 | 367'605 CHF | 369'466 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.10 CHF | 2.11 CHF | 170'400 | 170'400 | 170'400 | 170'400 | 375'703 CHF | 377'407 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 175'200 | 175'200 | 175'200 | 175'200 | 390'979 CHF | 392'731 CHF | 100.00% | 100.00% |