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 | 0.39% | 2.60 CHF | 2.61 CHF | 280'000 | 280'000 | 114'119 | 114'119 | 295'672 CHF | 296'816 CHF | 99.89% | 99.89% |
19.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280'000 | 280'000 | 110'656 | 110'656 | 282'069 CHF | 283'177 CHF | 99.95% | 99.95% |
18.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280'000 | 280'000 | 107'067 | 107'067 | 273'948 CHF | 275'021 CHF | 99.89% | 99.89% |
15.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280'000 | 280'000 | 111'152 | 111'152 | 283'374 CHF | 284'489 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 272'438 CHF | 273'530 CHF | 99.76% | 99.76% |
13.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 280'000 | 280'000 | 113'507 | 113'507 | 292'396 CHF | 293'533 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 280'000 | 280'000 | 111'347 | 111'347 | 283'620 CHF | 284'736 CHF | 99.95% | 99.95% |
11.11.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 249'483 CHF | 250'514 CHF | 99.35% | 99.35% |
08.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 260'000 | 260'000 | 103'111 | 103'111 | 245'031 CHF | 246'064 CHF | 99.53% | 99.53% |
07.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 262'848 CHF | 263'931 CHF | 99.86% | 99.86% |