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 | 0.43% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'949 CHF | 176'699 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'666 CHF | 170'416 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'063 CHF | 177'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'265 CHF | 182'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'221 CHF | 179'971 CHF | 99.27% | 99.27% |
13.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 169'183 CHF | 169'792 CHF | 99.40% | 99.40% |
12.11.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 185'464 CHF | 186'214 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'351 CHF | 189'101 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'088 CHF | 182'838 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 179'342 CHF | 179'450 CHF | 99.23% | 99.23% |