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% | 2.64 CHF | 2.65 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 658'951 CHF | 198'435 CHF | 98.31% | 98.31% |
19.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 648'796 CHF | 195'389 CHF | 98.62% | 98.62% |
18.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 658'656 CHF | 198'347 CHF | 94.86% | 94.86% |
15.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 655'655 CHF | 197'447 CHF | 99.40% | 99.40% |
14.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 641'136 CHF | 193'091 CHF | 95.87% | 95.87% |
13.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 631'755 CHF | 190'276 CHF | 96.75% | 96.75% |
12.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 632'505 CHF | 190'501 CHF | 89.38% | 89.38% |
11.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 615'492 CHF | 185'397 CHF | 98.89% | 98.89% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 594'127 CHF | 178'988 CHF | 93.41% | 93.41% |
07.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 578'191 CHF | 174'207 CHF | 84.75% | 84.75% |