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 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'876 CHF | 221'626 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'666 CHF | 215'416 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'063 CHF | 222'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'137 CHF | 226'887 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'221 CHF | 224'971 CHF | 99.27% | 99.27% |
13.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 75'000 | 75'000 | 74'132 | 74'132 | 213'437 CHF | 214'183 CHF | 99.40% | 99.40% |
12.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'420 CHF | 231'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 233'290 CHF | 234'040 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'948 CHF | 227'698 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 3.07 CHF | 3.08 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 222'042 CHF | 222'776 CHF | 99.23% | 99.23% |