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 | 0.43% | 2.36 CHF | 2.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 703'020 CHF | 706'020 CHF | 99.08% | 99.08% |
19.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 722'551 CHF | 725'551 CHF | 98.52% | 98.52% |
18.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 696'528 CHF | 699'528 CHF | 98.75% | 98.75% |
15.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 678'462 CHF | 681'462 CHF | 98.97% | 98.97% |
14.11.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 643'833 CHF | 646'833 CHF | 98.91% | 98.91% |
13.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 696'106 CHF | 699'106 CHF | 99.00% | 99.00% |
12.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 668'317 CHF | 671'317 CHF | 98.66% | 98.66% |
11.11.2024 | 0.42% | 2.22 CHF | 2.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 706'998 CHF | 709'998 CHF | 98.69% | 98.69% |
08.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 731'562 CHF | 734'562 CHF | 98.93% | 98.93% |
07.11.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 723'168 CHF | 726'168 CHF | 98.52% | 98.52% |