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 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'192 CHF | 171'942 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'971 CHF | 165'721 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'414 CHF | 173'164 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'483 CHF | 177'233 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'532 CHF | 175'282 CHF | 99.27% | 99.27% |
13.11.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 164'578 CHF | 165'190 CHF | 99.40% | 99.40% |
12.11.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'787 CHF | 181'537 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'590 CHF | 184'340 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'383 CHF | 178'133 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 174'799 CHF | 174'924 CHF | 99.23% | 99.23% |