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% | 2.53 CHF | 2.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 309'407 CHF | 310'607 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 299'654 CHF | 300'854 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 306'236 CHF | 307'436 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'368 CHF | 317'568 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 317'897 CHF | 319'097 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 309'264 CHF | 310'464 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 317'553 CHF | 318'753 CHF | 99.85% | 99.85% |
11.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 324'754 CHF | 325'954 CHF | 99.65% | 99.65% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 315'684 CHF | 316'884 CHF | 98.72% | 98.72% |
07.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 318'381 CHF | 319'581 CHF | 100.00% | 100.00% |