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 | 0.37% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 322'375 CHF | 323'575 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 312'715 CHF | 313'915 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'169 CHF | 320'369 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 329'203 CHF | 330'403 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 330'941 CHF | 332'141 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 322'328 CHF | 323'528 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.67 CHF | 2.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 330'493 CHF | 331'693 CHF | 99.85% | 99.85% |
11.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 337'876 CHF | 339'076 CHF | 99.67% | 99.67% |
08.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 328'763 CHF | 329'963 CHF | 98.78% | 98.78% |
07.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 331'382 CHF | 332'582 CHF | 100.00% | 100.00% |