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 | 0.38% | 2.65 CHF | 2.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 158'948 CHF | 159'548 CHF | 99.73% | 99.73% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 153'880 CHF | 154'480 CHF | 99.85% | 99.85% |
18.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'828 CHF | 160'428 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 163'052 CHF | 163'652 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 161'539 CHF | 162'139 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 154'966 CHF | 155'566 CHF | 99.95% | 99.95% |
12.11.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 166'476 CHF | 167'076 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'785 CHF | 169'385 CHF | 99.65% | 99.65% |
08.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 163'850 CHF | 164'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 166'189 CHF | 166'789 CHF | 99.70% | 99.70% |