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 | 0.37% | 2.67 CHF | 2.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 326'335 CHF | 327'535 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'759 CHF | 317'959 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 323'198 CHF | 324'398 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 333'408 CHF | 334'608 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 335'038 CHF | 336'238 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 326'321 CHF | 327'521 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 334'575 CHF | 335'775 CHF | 99.87% | 99.87% |
11.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 341'946 CHF | 343'146 CHF | 99.73% | 99.73% |
08.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 332'680 CHF | 333'880 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 335'405 CHF | 336'605 CHF | 100.00% | 100.00% |