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 | 0.42% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 708'881 CHF | 237'294 CHF | 99.43% | 99.43% |
19.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 698'740 CHF | 233'913 CHF | 99.42% | 99.42% |
18.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 694'708 CHF | 232'569 CHF | 97.02% | 97.02% |
15.11.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 716'131 CHF | 239'710 CHF | 99.44% | 99.44% |
14.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 754'276 CHF | 252'425 CHF | 99.42% | 99.42% |
13.11.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 777'000 CHF | 260'000 CHF | 94.68% | 94.68% |
12.11.2024 | 0.37% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 814'515 CHF | 272'505 CHF | 96.78% | 96.78% |
11.11.2024 | 0.34% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 870'112 CHF | 291'037 CHF | 99.46% | 99.46% |
08.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 888'092 CHF | 297'031 CHF | 89.73% | 89.73% |
07.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 893'918 CHF | 298'973 CHF | 98.67% | 98.67% |