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 | 0.47% | 2.13 CHF | 2.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 317'428 CHF | 318'928 CHF | 99.39% | 99.39% |
19.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 316'055 CHF | 317'555 CHF | 99.29% | 99.29% |
18.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 317'098 CHF | 318'598 CHF | 99.30% | 99.30% |
15.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 316'197 CHF | 317'697 CHF | 99.38% | 99.38% |
14.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 316'556 CHF | 318'056 CHF | 99.39% | 99.39% |
13.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 315'268 CHF | 316'768 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 307'677 CHF | 309'177 CHF | 99.09% | 99.09% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 287'180 CHF | 288'680 CHF | 99.30% | 99.30% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 290'750 CHF | 292'250 CHF | 99.39% | 99.39% |
07.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 288'885 CHF | 290'385 CHF | 99.28% | 99.28% |