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% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'040 CHF | 213'790 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'795 CHF | 207'545 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'245 CHF | 214'995 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'295 CHF | 219'045 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'374 CHF | 217'124 CHF | 99.27% | 99.27% |
13.11.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 74'132 | 74'132 | 205'681 CHF | 206'428 CHF | 99.40% | 99.40% |
12.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'561 CHF | 223'311 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'416 CHF | 226'166 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'128 CHF | 219'878 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 214'483 CHF | 215'219 CHF | 99.23% | 99.23% |