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 | 0.48% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 154'669 CHF | 155'419 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'973 CHF | 150'723 CHF | 99.28% | 99.28% |
18.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'767 CHF | 153'517 CHF | 99.28% | 99.28% |
15.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'736 CHF | 160'486 CHF | 99.38% | 99.38% |
14.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'337 CHF | 161'087 CHF | 99.37% | 99.37% |
13.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'506 CHF | 160'256 CHF | 99.37% | 99.37% |
12.11.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'669 CHF | 163'419 CHF | 99.08% | 99.08% |
11.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'953 CHF | 172'703 CHF | 99.29% | 99.29% |
08.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'033 CHF | 164'783 CHF | 99.39% | 99.39% |
07.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'362 CHF | 168'112 CHF | 99.26% | 99.26% |