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% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'645 CHF | 174'395 CHF | 99.39% | 99.39% |
19.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'886 CHF | 171'636 CHF | 99.30% | 99.30% |
18.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'427 CHF | 176'177 CHF | 99.30% | 99.30% |
15.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'355 CHF | 176'105 CHF | 99.39% | 99.39% |
14.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'277 CHF | 173'027 CHF | 99.34% | 99.34% |
13.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'991 CHF | 174'741 CHF | 99.39% | 99.39% |
12.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'584 CHF | 174'334 CHF | 99.10% | 99.10% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'290 CHF | 182'040 CHF | 99.31% | 99.31% |
08.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'953 CHF | 178'703 CHF | 99.39% | 99.39% |
07.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'405 CHF | 183'155 CHF | 99.19% | 99.19% |