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 | 0.44% | 2.30 CHF | 2.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 458'187 CHF | 460'187 CHF | 99.08% | 99.08% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 454'665 CHF | 456'665 CHF | 98.98% | 98.98% |
18.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 465'299 CHF | 467'299 CHF | 98.97% | 98.97% |
15.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'347 CHF | 477'347 CHF | 99.04% | 99.04% |
14.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 487'486 CHF | 489'486 CHF | 99.08% | 99.08% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 473'864 CHF | 475'864 CHF | 99.04% | 99.04% |
12.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 467'734 CHF | 469'734 CHF | 98.73% | 98.73% |
11.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 445'673 CHF | 447'673 CHF | 98.84% | 98.84% |
08.11.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 436'328 CHF | 438'328 CHF | 99.01% | 99.01% |
07.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 437'025 CHF | 439'025 CHF | 98.98% | 98.98% |