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 | 0.47% | 2.08 CHF | 2.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 532'624 CHF | 214'050 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 526'275 CHF | 211'510 CHF | 99.38% | 99.38% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 531'249 CHF | 213'500 CHF | 99.38% | 99.38% |
15.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 544'206 CHF | 218'682 CHF | 99.37% | 99.37% |
14.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 546'043 CHF | 219'417 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 534'690 CHF | 214'876 CHF | 99.38% | 99.38% |
12.11.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 548'305 CHF | 220'322 CHF | 99.11% | 99.11% |
11.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 558'916 CHF | 224'567 CHF | 99.38% | 99.38% |
08.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 548'391 CHF | 220'356 CHF | 99.38% | 99.38% |
07.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 547'901 CHF | 220'160 CHF | 98.69% | 98.69% |