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% | 2.89 CHF | 2.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 353'500 CHF | 354'700 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 343'698 CHF | 344'898 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 350'172 CHF | 351'372 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 360'212 CHF | 361'412 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 361'982 CHF | 363'182 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 353'256 CHF | 354'456 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 361'522 CHF | 362'722 CHF | 99.87% | 99.87% |
11.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 368'896 CHF | 370'096 CHF | 99.72% | 99.72% |
08.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 359'708 CHF | 360'908 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 362'462 CHF | 363'662 CHF | 100.00% | 100.00% |