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% | 2.51 CHF | 2.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 618'725 CHF | 248'490 CHF | 99.38% | 99.38% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 621'626 CHF | 249'650 CHF | 99.38% | 99.38% |
18.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 606'197 CHF | 243'479 CHF | 99.38% | 99.38% |
15.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 593'822 CHF | 238'529 CHF | 99.37% | 99.37% |
14.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 570'408 CHF | 229'163 CHF | 99.38% | 99.38% |
13.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 557'172 CHF | 223'869 CHF | 99.38% | 99.38% |
12.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 559'963 CHF | 224'985 CHF | 99.11% | 99.11% |
11.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 545'880 CHF | 219'352 CHF | 99.38% | 99.38% |
08.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 556'904 CHF | 223'762 CHF | 99.38% | 99.38% |
07.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 546'205 CHF | 219'482 CHF | 98.69% | 98.69% |