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 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'949 CHF | 206'699 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'816 CHF | 200'566 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'063 CHF | 207'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'265 CHF | 212'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'221 CHF | 209'971 CHF | 99.27% | 99.27% |
13.11.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 75'000 | 75'000 | 74'132 | 74'132 | 198'700 CHF | 199'445 CHF | 99.40% | 99.40% |
12.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'464 CHF | 216'214 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'351 CHF | 219'101 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'088 CHF | 212'838 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 207'678 CHF | 208'411 CHF | 99.23% | 99.23% |