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% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'760 CHF | 158'510 CHF | 99.39% | 99.39% |
19.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'020 CHF | 155'770 CHF | 99.28% | 99.28% |
18.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'497 CHF | 160'247 CHF | 99.31% | 99.31% |
15.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'375 CHF | 160'125 CHF | 99.39% | 99.39% |
14.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'323 CHF | 157'073 CHF | 99.39% | 99.39% |
13.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'075 CHF | 158'825 CHF | 99.38% | 99.38% |
12.11.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'667 CHF | 158'417 CHF | 99.07% | 99.07% |
11.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'340 CHF | 166'090 CHF | 99.31% | 99.31% |
08.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'014 CHF | 162'764 CHF | 99.39% | 99.39% |
07.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'377 CHF | 167'127 CHF | 99.21% | 99.21% |