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 | 0.35% | 2.78 CHF | 2.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 340'010 CHF | 341'210 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 330'291 CHF | 331'491 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 336'752 CHF | 337'952 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 346'834 CHF | 348'034 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 348'558 CHF | 349'758 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 339'810 CHF | 341'010 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.82 CHF | 2.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 348'082 CHF | 349'282 CHF | 99.85% | 99.85% |
11.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 355'449 CHF | 356'649 CHF | 99.70% | 99.70% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 346'093 CHF | 347'293 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 349'019 CHF | 350'219 CHF | 100.00% | 100.00% |