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% | 2.42 CHF | 2.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 296'501 CHF | 297'701 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 286'993 CHF | 288'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 293'409 CHF | 294'609 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 303'529 CHF | 304'729 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 305'167 CHF | 306'367 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 296'488 CHF | 297'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 304'755 CHF | 305'955 CHF | 99.85% | 99.85% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 312'036 CHF | 313'236 CHF | 99.66% | 99.66% |
08.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 302'872 CHF | 304'072 CHF | 98.76% | 98.76% |
07.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 305'618 CHF | 306'818 CHF | 100.00% | 100.00% |