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 | 0.46% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'854 CHF | 163'604 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'676 CHF | 157'426 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'061 CHF | 164'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'179 CHF | 168'929 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'244 CHF | 166'994 CHF | 99.27% | 99.27% |
13.11.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 156'330 CHF | 156'950 CHF | 99.40% | 99.40% |
12.11.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'475 CHF | 173'225 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'340 CHF | 176'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'031 CHF | 169'781 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 166'708 CHF | 166'861 CHF | 99.23% | 99.23% |