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 | 0.38% | 2.56 CHF | 2.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 312'930 CHF | 314'130 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 303'259 CHF | 304'459 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 309'740 CHF | 310'940 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'869 CHF | 321'069 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 321'579 CHF | 322'779 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 312'894 CHF | 314'094 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 321'127 CHF | 322'327 CHF | 99.85% | 99.85% |
11.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 328'502 CHF | 329'702 CHF | 99.72% | 99.72% |
08.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'293 CHF | 320'493 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 321'951 CHF | 323'151 CHF | 100.00% | 100.00% |