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 | 0.33% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'819 CHF | 225'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'789 CHF | 222'539 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'596 CHF | 213'346 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'779 CHF | 202'529 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'682 CHF | 194'432 CHF | 99.56% | 99.56% |
13.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 196'560 CHF | 197'314 CHF | 99.32% | 99.32% |
12.11.2024 | 0.42% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'809 CHF | 201'660 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 61'884 | 61'884 | 173'306 CHF | 174'108 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'495 CHF | 188'383 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 71'387 | 71'387 | 184'507 CHF | 185'599 CHF | 97.53% | 97.53% |