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 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'797 CHF | 209'547 CHF | 99.39% | 99.39% |
19.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'011 CHF | 206'761 CHF | 99.31% | 99.31% |
18.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'642 CHF | 211'392 CHF | 99.31% | 99.31% |
15.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'638 CHF | 211'388 CHF | 99.39% | 99.39% |
14.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'500 CHF | 208'250 CHF | 99.34% | 99.34% |
13.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'213 CHF | 209'963 CHF | 99.39% | 99.39% |
12.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'775 CHF | 209'525 CHF | 99.07% | 99.07% |
11.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'511 CHF | 217'261 CHF | 99.31% | 99.31% |
08.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'225 CHF | 213'975 CHF | 99.39% | 99.39% |
07.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'814 CHF | 218'564 CHF | 99.24% | 99.24% |