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 | 0.35% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'016 CHF | 214'766 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'858 CHF | 208'608 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'230 CHF | 215'980 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'337 CHF | 220'087 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'411 CHF | 218'161 CHF | 99.27% | 99.27% |
13.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 74'132 | 74'132 | 206'702 CHF | 207'447 CHF | 99.40% | 99.40% |
12.11.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'537 CHF | 224'287 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'388 CHF | 227'138 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'133 CHF | 220'883 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 215'461 CHF | 216'196 CHF | 99.23% | 99.23% |