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% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'290 CHF | 165'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'990 CHF | 158'740 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'374 CHF | 166'124 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'476 CHF | 170'226 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'574 CHF | 168'324 CHF | 99.27% | 99.27% |
13.11.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 157'622 CHF | 158'242 CHF | 99.40% | 99.40% |
12.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'811 CHF | 174'561 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'666 CHF | 177'416 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'378 CHF | 171'128 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 168'005 CHF | 168'154 CHF | 99.23% | 99.23% |