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 | 0.39% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'199 CHF | 190'949 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'066 CHF | 184'816 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'313 CHF | 192'063 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'515 CHF | 196'265 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'471 CHF | 194'221 CHF | 99.27% | 99.27% |
13.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 183'280 CHF | 183'877 CHF | 99.40% | 99.40% |
12.11.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'714 CHF | 200'464 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'601 CHF | 203'351 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'338 CHF | 197'088 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 192'472 CHF | 193'207 CHF | 99.23% | 99.23% |