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 | 0.73% | 2.66 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'446 CHF | 204'946 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 2.65 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'356 CHF | 201'856 CHF | 99.94% | 99.94% |
18.11.2024 | 0.83% | 2.70 CHF | 2.72 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 185'348 CHF | 186'848 CHF | 98.08% | 98.08% |
15.11.2024 | 0.76% | 2.65 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'145 CHF | 197'645 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 2.59 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'304 CHF | 190'804 CHF | 99.57% | 99.57% |
13.11.2024 | 0.82% | 2.45 CHF | 2.47 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 181'828 CHF | 183'324 CHF | 99.32% | 99.32% |
12.11.2024 | 0.82% | 2.36 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'686 CHF | 184'186 CHF | 99.36% | 99.36% |
11.11.2024 | 0.79% | 2.54 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'816 CHF | 191'316 CHF | 95.09% | 95.09% |
08.11.2024 | 0.82% | 2.40 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'351 CHF | 182'851 CHF | 99.79% | 99.79% |
07.11.2024 | 0.81% | 2.51 CHF | 2.53 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 186'657 CHF | 188'157 CHF | 96.70% | 96.70% |