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 | 0.39% | 2.59 CHF | 2.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 638'057 CHF | 256'223 CHF | 99.38% | 99.38% |
19.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 640'612 CHF | 257'245 CHF | 99.38% | 99.38% |
18.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 625'594 CHF | 251'238 CHF | 99.38% | 99.38% |
15.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 612'922 CHF | 246'169 CHF | 99.37% | 99.37% |
14.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 589'882 CHF | 236'953 CHF | 99.38% | 99.38% |
13.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 576'437 CHF | 231'575 CHF | 99.38% | 99.38% |
12.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 579'095 CHF | 232'638 CHF | 99.11% | 99.11% |
11.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 565'238 CHF | 227'095 CHF | 99.38% | 99.38% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 576'016 CHF | 231'406 CHF | 99.38% | 99.38% |
07.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 565'427 CHF | 227'171 CHF | 98.69% | 98.69% |