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% | 2.68 CHF | 2.69 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 224'804 CHF | 225'654 CHF | 99.73% | 99.73% |
19.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 225'653 CHF | 226'503 CHF | 99.82% | 99.82% |
18.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 220'381 CHF | 221'231 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 216'225 CHF | 217'075 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 208'235 CHF | 209'085 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 203'700 CHF | 204'550 CHF | 99.92% | 99.92% |
12.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 204'676 CHF | 205'526 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 199'828 CHF | 200'678 CHF | 99.65% | 99.65% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 203'623 CHF | 204'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 199'898 CHF | 200'748 CHF | 99.70% | 99.70% |