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 | 0.42% | 2.33 CHF | 2.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 286'157 CHF | 287'357 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 276'388 CHF | 277'588 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 282'972 CHF | 284'172 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 293'012 CHF | 294'212 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 294'662 CHF | 295'862 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 286'056 CHF | 287'256 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 294'322 CHF | 295'522 CHF | 99.85% | 99.85% |
11.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 301'623 CHF | 302'823 CHF | 99.72% | 99.72% |
08.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 292'508 CHF | 293'708 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 295'262 CHF | 296'462 CHF | 100.00% | 100.00% |