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 | 0.84% | 2.39 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'512 CHF | 479'512 CHF | 99.08% | 99.08% |
19.11.2024 | 0.83% | 2.36 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 479'427 CHF | 483'427 CHF | 98.29% | 98.29% |
18.11.2024 | 0.81% | 2.43 CHF | 2.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 493'643 CHF | 497'643 CHF | 98.93% | 98.93% |
15.11.2024 | 0.79% | 2.50 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 501'494 CHF | 505'494 CHF | 99.00% | 99.00% |
14.11.2024 | 0.78% | 2.56 CHF | 2.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 512'535 CHF | 516'535 CHF | 98.23% | 98.23% |
13.11.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 501'963 CHF | 505'963 CHF | 98.99% | 98.99% |
12.11.2024 | 0.80% | 2.51 CHF | 2.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 496'683 CHF | 500'683 CHF | 98.70% | 98.70% |
11.11.2024 | 0.82% | 2.44 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 485'785 CHF | 489'785 CHF | 97.81% | 97.81% |
08.11.2024 | 0.84% | 2.41 CHF | 2.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 476'575 CHF | 480'575 CHF | 99.02% | 99.02% |
07.11.2024 | 0.85% | 2.33 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 468'219 CHF | 472'219 CHF | 98.89% | 98.89% |