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% | 2.79 CHF | 2.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 417'735 CHF | 139'745 CHF | 99.38% | 99.38% |
19.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 150'000 | 50'000 | 105'653 | 64'768 | 293'528 CHF | 181'021 CHF | 99.38% | 99.38% |
18.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'702 CHF | 216'452 CHF | 97.54% | 97.54% |
15.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'201 CHF | 212'951 CHF | 99.38% | 99.38% |
14.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'766 CHF | 220'516 CHF | 99.37% | 99.37% |
13.11.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'285 CHF | 217'035 CHF | 96.85% | 96.85% |
12.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'687 CHF | 221'437 CHF | 96.91% | 96.91% |
11.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'914 CHF | 218'664 CHF | 99.38% | 99.38% |
08.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'388 CHF | 208'138 CHF | 90.80% | 90.80% |
07.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'954 CHF | 215'704 CHF | 98.70% | 98.70% |