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 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'689 CHF | 215'439 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'516 CHF | 212'266 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'436 CHF | 203'186 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'612 CHF | 192'362 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'547 CHF | 184'297 CHF | 99.56% | 99.56% |
13.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 186'582 CHF | 187'345 CHF | 99.32% | 99.32% |
12.11.2024 | 0.47% | 2.46 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'663 CHF | 191'566 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 61'884 | 61'884 | 164'867 CHF | 165'785 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.36 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'404 CHF | 178'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 71'387 | 71'387 | 174'862 CHF | 175'974 CHF | 97.53% | 97.53% |