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 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'453 CHF | 258'453 CHF | 99.27% | 99.27% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'001 CHF | 251'001 CHF | 99.40% | 99.40% |
18.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 324'982 CHF | 326'232 CHF | 99.37% | 99.37% |
15.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 329'401 CHF | 330'651 CHF | 99.46% | 99.46% |
14.11.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 357'782 CHF | 359'032 CHF | 99.38% | 99.38% |
13.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 357'946 CHF | 359'196 CHF | 99.28% | 99.28% |
12.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 354'387 CHF | 355'637 CHF | 99.18% | 99.18% |
11.11.2024 | 0.38% | 2.84 CHF | 2.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 327'460 CHF | 328'710 CHF | 99.40% | 99.40% |
08.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 287'638 CHF | 288'888 CHF | 99.50% | 99.50% |
07.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 282'677 CHF | 283'927 CHF | 98.83% | 98.83% |