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 | 0.46% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'306 CHF | 165'056 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'589 CHF | 160'339 CHF | 99.26% | 99.26% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'345 CHF | 163'095 CHF | 99.30% | 99.30% |
15.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'381 CHF | 170'131 CHF | 99.38% | 99.38% |
14.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'990 CHF | 170'740 CHF | 99.38% | 99.38% |
13.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'108 CHF | 169'858 CHF | 99.39% | 99.39% |
12.11.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'291 CHF | 173'041 CHF | 99.07% | 99.07% |
11.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'566 CHF | 182'316 CHF | 99.27% | 99.27% |
08.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'688 CHF | 174'438 CHF | 99.39% | 99.39% |
07.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'037 CHF | 177'787 CHF | 99.27% | 99.27% |