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 | 0.48% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 521'365 CHF | 209'546 CHF | 99.16% | 99.16% |
19.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 528'123 CHF | 212'249 CHF | 99.16% | 99.16% |
18.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 527'565 CHF | 212'026 CHF | 99.21% | 99.21% |
15.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 520'995 CHF | 209'398 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 517'885 CHF | 208'154 CHF | 99.15% | 99.15% |
13.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 531'303 CHF | 213'521 CHF | 99.16% | 99.16% |
12.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 520'715 CHF | 209'286 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 502'854 CHF | 202'142 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 508'097 CHF | 204'239 CHF | 99.16% | 99.16% |
07.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 492'481 CHF | 197'992 CHF | 97.98% | 97.98% |