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 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 755'249 CHF | 758'249 CHF | 98.90% | 98.90% |
19.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 774'594 CHF | 777'594 CHF | 98.51% | 98.51% |
18.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 748'651 CHF | 751'651 CHF | 98.72% | 98.72% |
15.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 730'774 CHF | 733'774 CHF | 99.00% | 99.00% |
14.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 696'235 CHF | 699'235 CHF | 98.73% | 98.73% |
13.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 748'039 CHF | 751'039 CHF | 98.45% | 98.45% |
12.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 720'228 CHF | 723'228 CHF | 98.69% | 98.69% |
11.11.2024 | 0.39% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 758'795 CHF | 761'795 CHF | 98.65% | 98.65% |
08.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 782'904 CHF | 785'904 CHF | 99.03% | 99.03% |
07.11.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 774'706 CHF | 777'706 CHF | 98.51% | 98.51% |