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 | 0.33% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'220 CHF | 225'970 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'146 CHF | 222'896 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'139 CHF | 221'889 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'087 CHF | 218'837 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'864 CHF | 211'614 CHF | 99.57% | 99.57% |
13.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 202'767 CHF | 203'518 CHF | 99.32% | 99.32% |
12.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'844 CHF | 204'594 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'270 CHF | 212'020 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'641 CHF | 203'391 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 208'029 CHF | 208'792 CHF | 99.13% | 99.13% |