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% | 2.74 CHF | 2.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 335'317 CHF | 336'517 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 325'693 CHF | 326'893 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 332'147 CHF | 333'347 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 342'161 CHF | 343'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 343'811 CHF | 345'011 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 335'220 CHF | 336'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 343'441 CHF | 344'641 CHF | 99.86% | 99.86% |
11.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 350'679 CHF | 351'879 CHF | 99.64% | 99.64% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 341'529 CHF | 342'729 CHF | 98.68% | 98.68% |
07.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 344'375 CHF | 345'575 CHF | 100.00% | 100.00% |