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 | 0.41% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'942 CHF | 184'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'676 CHF | 178'426 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 185'061 CHF | 185'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'179 CHF | 189'929 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'244 CHF | 187'994 CHF | 99.27% | 99.27% |
13.11.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 177'103 CHF | 177'707 CHF | 99.40% | 99.40% |
12.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'475 CHF | 194'225 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'225 CHF | 196'975 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'031 CHF | 190'781 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 72'428 | 72'407 | 186'452 CHF | 187'134 CHF | 99.23% | 99.23% |