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 | 0.34% | 2.85 CHF | 2.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 348'229 CHF | 349'429 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 338'593 CHF | 339'793 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 345'133 CHF | 346'333 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 355'204 CHF | 356'404 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 356'767 CHF | 357'967 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 348'088 CHF | 349'288 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 356'409 CHF | 357'609 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 363'636 CHF | 364'836 CHF | 99.69% | 99.69% |
08.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 354'471 CHF | 355'671 CHF | 98.80% | 98.80% |
07.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 357'218 CHF | 358'418 CHF | 100.00% | 100.00% |