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 | 0.38% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 791'606 CHF | 264'869 CHF | 98.96% | 98.96% |
19.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 786'254 CHF | 263'085 CHF | 90.67% | 90.67% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 788'807 CHF | 263'936 CHF | 97.09% | 97.09% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 784'028 CHF | 262'343 CHF | 98.32% | 98.32% |
14.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 786'733 CHF | 263'244 CHF | 98.11% | 98.11% |
13.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 780'925 CHF | 261'308 CHF | 95.93% | 95.93% |
12.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 750'772 CHF | 251'257 CHF | 95.03% | 95.03% |
11.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'936 CHF | 223'979 CHF | 98.38% | 98.38% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'800 CHF | 228'267 CHF | 93.18% | 93.18% |
07.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 672'130 CHF | 225'043 CHF | 98.28% | 98.28% |