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% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 701'319 CHF | 234'773 CHF | 99.37% | 99.37% |
19.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 696'422 CHF | 233'141 CHF | 96.93% | 96.93% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 670'362 CHF | 224'454 CHF | 95.39% | 95.39% |
15.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 669'762 CHF | 224'254 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 692'475 CHF | 231'825 CHF | 99.37% | 99.37% |
13.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 680'359 CHF | 227'786 CHF | 92.15% | 92.15% |
12.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 665'583 CHF | 222'861 CHF | 96.88% | 96.88% |
11.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'332 CHF | 225'777 CHF | 97.56% | 97.56% |
08.11.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 653'089 CHF | 218'696 CHF | 93.16% | 93.16% |
07.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 644'401 CHF | 215'800 CHF | 98.67% | 98.67% |