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 | 0.39% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'263 CHF | 192'013 CHF | 99.39% | 99.39% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'514 CHF | 187'264 CHF | 99.27% | 99.27% |
18.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'367 CHF | 190'117 CHF | 99.29% | 99.29% |
15.11.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'420 CHF | 197'170 CHF | 99.39% | 99.39% |
14.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'995 CHF | 197'745 CHF | 99.36% | 99.36% |
13.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'119 CHF | 196'869 CHF | 99.36% | 99.36% |
12.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'283 CHF | 200'033 CHF | 99.07% | 99.07% |
11.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'584 CHF | 209'334 CHF | 99.27% | 99.27% |
08.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'733 CHF | 201'483 CHF | 99.39% | 99.39% |
07.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'181 CHF | 204'931 CHF | 99.25% | 99.25% |