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 | 0.42% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 705'295 CHF | 236'098 CHF | 99.38% | 99.38% |
19.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 666'194 CHF | 223'065 CHF | 99.37% | 99.37% |
18.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'966 CHF | 227'655 CHF | 99.38% | 99.38% |
15.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 692'273 CHF | 231'758 CHF | 99.36% | 99.36% |
14.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 720'200 CHF | 241'067 CHF | 99.38% | 99.38% |
13.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 706'773 CHF | 236'591 CHF | 99.38% | 99.38% |
12.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 699'685 CHF | 234'228 CHF | 99.15% | 99.15% |
11.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 727'497 CHF | 243'499 CHF | 99.38% | 99.38% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 694'055 CHF | 232'352 CHF | 99.37% | 99.37% |
07.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 692'859 CHF | 231'953 CHF | 98.58% | 98.58% |