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 | 0.46% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 260'012 CHF | 261'212 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 250'319 CHF | 251'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 256'800 CHF | 258'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 266'875 CHF | 268'075 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 268'621 CHF | 269'821 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 259'970 CHF | 261'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 268'327 CHF | 269'527 CHF | 99.85% | 99.85% |
11.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 275'523 CHF | 276'723 CHF | 99.70% | 99.70% |
08.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 266'438 CHF | 267'638 CHF | 98.83% | 98.83% |
07.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 269'151 CHF | 270'351 CHF | 100.00% | 100.00% |