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 | 0.39% | 2.50 CHF | 2.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 638'522 CHF | 256'409 CHF | 99.38% | 99.38% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 617'867 CHF | 248'147 CHF | 99.38% | 99.38% |
18.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 627'466 CHF | 251'986 CHF | 99.38% | 99.38% |
15.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 637'458 CHF | 255'983 CHF | 99.37% | 99.37% |
14.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 630'557 CHF | 253'223 CHF | 99.38% | 99.38% |
13.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 627'465 CHF | 251'986 CHF | 99.38% | 99.38% |
12.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 635'894 CHF | 255'358 CHF | 99.11% | 99.11% |
11.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 656'435 CHF | 263'574 CHF | 99.38% | 99.38% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 641'253 CHF | 257'501 CHF | 99.38% | 99.38% |
07.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 635'654 CHF | 255'262 CHF | 98.69% | 98.69% |