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 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 819'531 CHF | 822'531 CHF | 99.07% | 99.07% |
19.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 838'628 CHF | 841'628 CHF | 98.48% | 98.48% |
18.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 813'093 CHF | 816'093 CHF | 98.79% | 98.79% |
15.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 795'087 CHF | 798'087 CHF | 98.77% | 98.77% |
14.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 760'647 CHF | 763'647 CHF | 98.68% | 98.68% |
13.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 812'127 CHF | 815'127 CHF | 98.86% | 98.86% |
12.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 784'112 CHF | 787'112 CHF | 98.63% | 98.63% |
11.11.2024 | 0.36% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 822'456 CHF | 825'456 CHF | 98.85% | 98.85% |
08.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 845'990 CHF | 848'990 CHF | 98.93% | 98.93% |
07.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 838'037 CHF | 841'037 CHF | 98.44% | 98.44% |