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 | 0.92% | 2.19 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 433'844 CHF | 437'844 CHF | 99.05% | 99.05% |
19.11.2024 | 0.91% | 2.15 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 437'835 CHF | 441'835 CHF | 98.61% | 98.61% |
18.11.2024 | 0.88% | 2.22 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'865 CHF | 455'865 CHF | 98.96% | 98.96% |
15.11.2024 | 0.87% | 2.30 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 459'680 CHF | 463'680 CHF | 99.08% | 99.08% |
14.11.2024 | 0.85% | 2.35 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'663 CHF | 474'663 CHF | 98.24% | 98.24% |
13.11.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 460'407 CHF | 464'407 CHF | 98.86% | 98.86% |
12.11.2024 | 0.88% | 2.31 CHF | 2.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 455'114 CHF | 459'114 CHF | 98.56% | 98.56% |
11.11.2024 | 0.90% | 2.23 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 444'157 CHF | 448'157 CHF | 98.24% | 98.24% |
08.11.2024 | 0.91% | 2.20 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 435'454 CHF | 439'454 CHF | 99.03% | 99.03% |
07.11.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 426'964 CHF | 430'964 CHF | 98.90% | 98.90% |