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 | 0.42% | 2.47 CHF | 2.48 CHF | 280'000 | 280'000 | 114'129 | 114'129 | 280'596 CHF | 281'740 CHF | 99.89% | 99.89% |
19.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 280'000 | 280'000 | 110'693 | 110'693 | 267'502 CHF | 268'611 CHF | 99.95% | 99.95% |
18.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 280'000 | 280'000 | 107'084 | 107'084 | 259'794 CHF | 260'867 CHF | 99.89% | 99.89% |
15.11.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 268'652 CHF | 269'768 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 270'000 | 270'000 | 109'049 | 109'049 | 258'062 CHF | 259'154 CHF | 99.76% | 99.76% |
13.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 280'000 | 280'000 | 113'505 | 113'505 | 277'386 CHF | 278'523 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 280'000 | 280'000 | 111'417 | 111'417 | 269'074 CHF | 270'190 CHF | 99.95% | 99.95% |
11.11.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 270'000 | 270'000 | 102'902 | 102'902 | 236'082 CHF | 237'113 CHF | 99.35% | 99.35% |
08.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 231'664 CHF | 232'697 CHF | 99.53% | 99.53% |
07.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 260'000 | 260'000 | 108'128 | 108'128 | 248'791 CHF | 249'875 CHF | 99.86% | 99.86% |