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% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 628'527 CHF | 210'509 CHF | 99.44% | 99.44% |
19.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 634'182 CHF | 212'394 CHF | 99.44% | 99.44% |
18.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 635'577 CHF | 212'859 CHF | 97.24% | 97.24% |
15.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'210 CHF | 206'403 CHF | 99.45% | 99.45% |
14.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 589'213 CHF | 197'404 CHF | 99.44% | 99.44% |
13.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 596'602 CHF | 199'867 CHF | 96.92% | 96.92% |
12.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'577 CHF | 199'526 CHF | 96.91% | 96.91% |
11.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 581'638 CHF | 194'879 CHF | 99.44% | 99.44% |
08.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'396 CHF | 190'132 CHF | 99.28% | 99.28% |
07.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 570'010 CHF | 191'003 CHF | 98.70% | 98.70% |