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 | 0.38% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 794'562 CHF | 265'854 CHF | 99.37% | 99.37% |
19.11.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 789'387 CHF | 264'129 CHF | 96.93% | 96.93% |
18.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 763'718 CHF | 255'573 CHF | 95.26% | 95.26% |
15.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 763'100 CHF | 255'367 CHF | 99.38% | 99.38% |
14.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 786'359 CHF | 263'120 CHF | 99.37% | 99.37% |
13.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 773'254 CHF | 258'751 CHF | 92.15% | 92.15% |
12.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 758'212 CHF | 253'737 CHF | 96.92% | 96.92% |
11.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 767'019 CHF | 256'673 CHF | 97.55% | 97.55% |
08.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'968 CHF | 249'323 CHF | 93.16% | 93.16% |
07.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'345 CHF | 246'448 CHF | 98.69% | 98.69% |