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% | 2.73 CHF | 2.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 699'182 CHF | 280'673 CHF | 99.38% | 99.38% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 690'875 CHF | 277'350 CHF | 99.38% | 99.38% |
18.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 697'355 CHF | 279'942 CHF | 99.38% | 99.38% |
15.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 713'785 CHF | 286'514 CHF | 99.37% | 99.37% |
14.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 715'104 CHF | 287'042 CHF | 99.38% | 99.38% |
13.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 701'420 CHF | 281'568 CHF | 99.38% | 99.38% |
12.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'822 CHF | 288'529 CHF | 99.11% | 99.11% |
11.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 732'531 CHF | 294'013 CHF | 99.38% | 99.38% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'436 CHF | 288'374 CHF | 99.38% | 99.38% |
07.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'250 CHF | 288'300 CHF | 98.69% | 98.69% |