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 | 0.46% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 217'087 CHF | 218'087 CHF | 99.43% | 99.43% |
19.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 209'793 CHF | 210'793 CHF | 99.33% | 99.33% |
18.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 274'309 CHF | 275'559 CHF | 99.28% | 99.28% |
15.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 278'978 CHF | 280'228 CHF | 99.38% | 99.38% |
14.11.2024 | 0.41% | 2.34 CHF | 2.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 307'056 CHF | 308'306 CHF | 99.29% | 99.29% |
13.11.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 307'741 CHF | 308'991 CHF | 99.20% | 99.20% |
12.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 304'194 CHF | 305'444 CHF | 99.16% | 99.16% |
11.11.2024 | 0.45% | 2.44 CHF | 2.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 277'462 CHF | 278'712 CHF | 99.40% | 99.40% |
08.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 238'102 CHF | 239'352 CHF | 99.49% | 99.49% |
07.11.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 232'890 CHF | 234'140 CHF | 98.84% | 98.84% |