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 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 754'515 CHF | 252'505 CHF | 99.44% | 99.44% |
19.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 759'868 CHF | 254'289 CHF | 99.44% | 99.44% |
18.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 761'650 CHF | 254'883 CHF | 97.57% | 97.57% |
15.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 742'715 CHF | 248'572 CHF | 99.45% | 99.45% |
14.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 715'694 CHF | 239'565 CHF | 99.44% | 99.44% |
13.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 722'302 CHF | 241'767 CHF | 96.92% | 96.92% |
12.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 721'113 CHF | 241'371 CHF | 96.84% | 96.84% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 707'137 CHF | 236'712 CHF | 99.44% | 99.44% |
08.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 691'635 CHF | 231'545 CHF | 99.28% | 99.28% |
07.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 694'664 CHF | 232'555 CHF | 98.69% | 98.69% |