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 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 666'914 CHF | 223'305 CHF | 99.07% | 99.07% |
19.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 678'033 CHF | 227'011 CHF | 98.92% | 98.92% |
18.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 661'718 CHF | 221'572 CHF | 97.43% | 97.43% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 666'774 CHF | 223'258 CHF | 99.45% | 99.45% |
14.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 699'695 CHF | 234'232 CHF | 99.44% | 99.44% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 734'618 CHF | 245'873 CHF | 97.08% | 97.08% |
12.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 706'526 CHF | 236'509 CHF | 96.86% | 96.86% |
11.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'248 CHF | 225'749 CHF | 98.57% | 98.57% |
08.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'967 CHF | 226'656 CHF | 93.41% | 93.41% |
07.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 651'105 CHF | 218'035 CHF | 98.69% | 98.69% |