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 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'590 CHF | 178'340 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'364 CHF | 172'114 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'637 CHF | 179'387 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'815 CHF | 183'565 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'853 CHF | 181'603 CHF | 99.27% | 99.27% |
13.11.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 170'763 CHF | 171'370 CHF | 99.40% | 99.40% |
12.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'096 CHF | 187'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'975 CHF | 190'725 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'666 CHF | 184'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 180'864 CHF | 180'967 CHF | 99.23% | 99.23% |