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% | 2.58 CHF | 2.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 385'774 CHF | 129'091 CHF | 99.37% | 99.37% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 150'000 | 50'000 | 105'653 | 64'768 | 271'135 CHF | 167'267 CHF | 99.38% | 99.38% |
18.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'729 CHF | 200'479 CHF | 97.58% | 97.58% |
15.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'277 CHF | 197'027 CHF | 99.37% | 99.37% |
14.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'825 CHF | 204'575 CHF | 99.37% | 99.37% |
13.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'488 CHF | 201'238 CHF | 96.85% | 96.85% |
12.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'859 CHF | 205'609 CHF | 96.84% | 96.84% |
11.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'129 CHF | 202'879 CHF | 99.38% | 99.38% |
08.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'735 CHF | 192'485 CHF | 90.80% | 90.80% |
07.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'254 CHF | 200'004 CHF | 98.68% | 98.68% |