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 | 0.49% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'520 CHF | 206'173 CHF | 99.43% | 99.43% |
19.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'549 CHF | 202'850 CHF | 99.42% | 99.42% |
18.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 601'175 CHF | 201'392 CHF | 97.06% | 97.06% |
15.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 622'430 CHF | 208'477 CHF | 99.43% | 99.43% |
14.11.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'503 CHF | 221'168 CHF | 99.43% | 99.43% |
13.11.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 683'983 CHF | 228'994 CHF | 94.75% | 94.75% |
12.11.2024 | 0.42% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 721'602 CHF | 241'534 CHF | 96.85% | 96.85% |
11.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 777'601 CHF | 260'200 CHF | 99.47% | 99.47% |
08.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 796'475 CHF | 266'492 CHF | 89.73% | 89.73% |
07.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 801'779 CHF | 268'260 CHF | 98.69% | 98.69% |