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 | 0.40% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'932 CHF | 251'932 CHF | 99.38% | 99.38% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'713 CHF | 251'713 CHF | 99.29% | 99.29% |
18.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'978 CHF | 245'978 CHF | 99.30% | 99.30% |
15.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'540 CHF | 244'540 CHF | 99.39% | 99.39% |
14.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'267 CHF | 251'267 CHF | 99.38% | 99.38% |
13.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'018 CHF | 253'018 CHF | 99.35% | 99.35% |
12.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'632 CHF | 243'632 CHF | 99.08% | 99.08% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'399 CHF | 243'399 CHF | 99.28% | 99.28% |
08.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'609 CHF | 245'609 CHF | 99.39% | 99.39% |
07.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'355 CHF | 234'355 CHF | 99.30% | 99.30% |