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% | 2.23 CHF | 2.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 350'789 CHF | 117'430 CHF | 99.35% | 99.35% |
19.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 150'000 | 50'000 | 105'105 | 64'972 | 232'826 CHF | 143'971 CHF | 98.83% | 98.83% |
18.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'496 CHF | 163'246 CHF | 97.50% | 97.50% |
15.11.2024 | 0.45% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'799 CHF | 166'549 CHF | 99.36% | 99.36% |
14.11.2024 | 0.41% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'497 CHF | 181'247 CHF | 99.36% | 99.36% |
13.11.2024 | 0.40% | 2.42 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'523 CHF | 187'273 CHF | 94.68% | 94.68% |
12.11.2024 | 0.41% | 2.44 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'943 CHF | 184'693 CHF | 94.14% | 94.14% |
11.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'252 CHF | 181'002 CHF | 98.53% | 98.53% |
08.11.2024 | 0.41% | 2.38 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'540 CHF | 183'290 CHF | 90.80% | 90.80% |
07.11.2024 | 0.43% | 2.40 CHF | 2.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'484 CHF | 176'234 CHF | 98.64% | 98.64% |