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 | 0.40% | 2.44 CHF | 2.45 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 299'612 CHF | 300'812 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 289'802 CHF | 291'002 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 296'400 CHF | 297'600 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 306'475 CHF | 307'675 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 308'091 CHF | 309'291 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 299'421 CHF | 300'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 307'777 CHF | 308'977 CHF | 99.85% | 99.85% |
11.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 315'057 CHF | 316'257 CHF | 99.69% | 99.69% |
08.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 305'885 CHF | 307'085 CHF | 98.81% | 98.81% |
07.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 308'646 CHF | 309'846 CHF | 100.00% | 100.00% |