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% | 2.32 CHF | 2.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 284'207 CHF | 285'407 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 274'454 CHF | 275'654 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 280'907 CHF | 282'107 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 291'168 CHF | 292'368 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 292'697 CHF | 293'897 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 284'064 CHF | 285'264 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 292'353 CHF | 293'553 CHF | 99.85% | 99.85% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 299'555 CHF | 300'755 CHF | 99.69% | 99.69% |
08.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 290'482 CHF | 291'682 CHF | 98.81% | 98.81% |
07.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 293'181 CHF | 294'381 CHF | 100.00% | 100.00% |