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% | 2.52 CHF | 2.53 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 469'200 CHF | 471'042 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 185'000 | 185'000 | 185'036 | 185'036 | 463'765 CHF | 465'615 CHF | 99.88% | 99.88% |
18.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 462'658 CHF | 464'507 CHF | 99.92% | 99.92% |
15.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 464'029 CHF | 465'872 CHF | 99.99% | 99.99% |
14.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 185'000 | 185'000 | 184'236 | 184'236 | 469'700 CHF | 471'543 CHF | 99.77% | 99.77% |
13.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 190'000 | 190'000 | 189'332 | 189'332 | 450'841 CHF | 452'735 CHF | 99.69% | 99.69% |
12.11.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 190'000 | 190'000 | 187'765 | 187'765 | 462'767 CHF | 464'645 CHF | 99.66% | 99.66% |
11.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 464'985 CHF | 466'827 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 185'000 | 185'000 | 185'833 | 185'833 | 461'689 CHF | 463'548 CHF | 98.99% | 98.99% |
07.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 190'000 | 190'000 | 188'357 | 188'357 | 461'688 CHF | 463'572 CHF | 99.64% | 99.64% |