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% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'442 CHF | 183'192 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'221 CHF | 176'971 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'664 CHF | 184'414 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'733 CHF | 188'483 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 185'782 CHF | 186'532 CHF | 99.27% | 99.27% |
13.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 175'707 CHF | 176'310 CHF | 99.40% | 99.40% |
12.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'037 CHF | 192'787 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'840 CHF | 195'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'531 CHF | 189'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 72'465 | 72'407 | 185'194 CHF | 185'783 CHF | 99.23% | 99.23% |