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% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'192 CHF | 201'942 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'926 CHF | 195'676 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'311 CHF | 203'061 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'429 CHF | 207'179 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'494 CHF | 205'244 CHF | 99.27% | 99.27% |
13.11.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 74'132 | 74'132 | 194'010 CHF | 194'757 CHF | 99.40% | 99.40% |
12.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'629 CHF | 211'379 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'475 CHF | 214'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'234 CHF | 207'984 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 203'052 CHF | 203'788 CHF | 99.23% | 99.23% |