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% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'611 CHF | 157'361 CHF | 99.80% | 99.80% |
19.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'996 CHF | 136'746 CHF | 99.78% | 99.78% |
18.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'599 CHF | 139'349 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'979 CHF | 143'729 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'936 CHF | 147'686 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'584 CHF | 152'334 CHF | 99.94% | 99.94% |
12.11.2024 | 0.47% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'282 CHF | 161'032 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'870 CHF | 169'620 CHF | 99.78% | 99.78% |
08.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'223 CHF | 157'973 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'483 CHF | 160'233 CHF | 99.67% | 99.67% |