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 | 0.85% | 2.28 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'178 CHF | 176'678 CHF | 98.82% | 98.82% |
19.11.2024 | 0.87% | 2.27 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'211 CHF | 173'711 CHF | 99.94% | 99.94% |
18.11.2024 | 0.96% | 2.32 CHF | 2.34 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 159'090 CHF | 160'590 CHF | 98.08% | 98.08% |
15.11.2024 | 0.89% | 2.27 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'008 CHF | 169'508 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 2.21 CHF | 2.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'437 CHF | 162'937 CHF | 99.57% | 99.57% |
13.11.2024 | 0.97% | 2.08 CHF | 2.10 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 154'322 CHF | 155'818 CHF | 99.32% | 99.32% |
12.11.2024 | 0.96% | 1.99 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 154'988 CHF | 156'488 CHF | 99.36% | 99.36% |
11.11.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'931 CHF | 163'431 CHF | 95.09% | 95.09% |
08.11.2024 | 0.97% | 2.04 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'814 CHF | 155'314 CHF | 99.79% | 99.79% |
07.11.2024 | 0.94% | 2.14 CHF | 2.16 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 159'295 CHF | 160'795 CHF | 96.70% | 96.70% |