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% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'432 CHF | 170'182 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'240 CHF | 163'990 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'536 CHF | 171'286 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'726 CHF | 175'476 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'824 CHF | 173'574 CHF | 99.27% | 99.27% |
13.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 162'719 CHF | 163'333 CHF | 99.40% | 99.40% |
12.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'061 CHF | 179'811 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'773 CHF | 182'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'562 CHF | 176'312 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 173'092 CHF | 173'221 CHF | 99.23% | 99.23% |