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 | 0.44% | 2.21 CHF | 2.22 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 271'429 CHF | 272'629 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 261'888 CHF | 263'088 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 268'333 CHF | 269'533 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 278'404 CHF | 279'604 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 280'080 CHF | 281'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 271'386 CHF | 272'586 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 279'774 CHF | 280'974 CHF | 99.85% | 99.85% |
11.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 286'981 CHF | 288'181 CHF | 99.69% | 99.69% |
08.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 277'779 CHF | 278'979 CHF | 98.81% | 98.81% |
07.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 280'704 CHF | 281'904 CHF | 100.00% | 100.00% |