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% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 823'281 CHF | 275'427 CHF | 99.44% | 99.44% |
19.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 828'042 CHF | 277'014 CHF | 99.44% | 99.44% |
18.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'543 CHF | 277'848 CHF | 96.99% | 96.99% |
15.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 811'486 CHF | 271'495 CHF | 99.45% | 99.45% |
14.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 784'586 CHF | 262'529 CHF | 99.44% | 99.44% |
13.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'069 CHF | 264'356 CHF | 96.93% | 96.93% |
12.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 789'413 CHF | 264'138 CHF | 96.85% | 96.85% |
11.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 775'102 CHF | 259'367 CHF | 99.44% | 99.44% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 759'206 CHF | 254'069 CHF | 99.28% | 99.28% |
07.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 762'797 CHF | 255'266 CHF | 98.70% | 98.70% |