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 | 0.98% | 2.00 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'943 CHF | 152'431 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'105 CHF | 150'592 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'330 CHF | 151'830 CHF | 99.51% | 99.51% |
15.11.2024 | 0.97% | 2.04 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 154'480 CHF | 155'991 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 2.13 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'258 CHF | 158'758 CHF | 99.44% | 99.44% |
13.11.2024 | 0.98% | 2.08 CHF | 2.10 CHF | 75'000 | 75'000 | 74'409 | 74'373 | 153'769 CHF | 155'191 CHF | 98.88% | 98.88% |
12.11.2024 | 0.94% | 2.10 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'218 CHF | 160'725 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 2.16 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'951 CHF | 164'456 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 2.15 CHF | 2.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'030 CHF | 163'544 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 2.14 CHF | 2.16 CHF | 75'000 | 75'000 | 72'662 | 72'402 | 158'650 CHF | 159'589 CHF | 99.06% | 99.06% |