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% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 500'707 CHF | 502'707 CHF | 99.39% | 99.39% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 249'559 CHF | 250'559 CHF | 99.28% | 99.28% |
18.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'497 CHF | 251'497 CHF | 99.30% | 99.30% |
15.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'245 CHF | 255'245 CHF | 99.39% | 99.39% |
14.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'481 CHF | 248'481 CHF | 99.39% | 99.39% |
13.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'642 CHF | 248'642 CHF | 99.39% | 99.39% |
12.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'675 CHF | 253'675 CHF | 99.07% | 99.07% |
11.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'214 CHF | 254'214 CHF | 99.28% | 99.28% |
08.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'871 CHF | 254'871 CHF | 99.39% | 99.39% |
07.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'711 CHF | 258'711 CHF | 99.27% | 99.27% |