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% | 2.35 CHF | 2.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 598'831 CHF | 240'532 CHF | 99.38% | 99.38% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 578'282 CHF | 232'313 CHF | 99.38% | 99.38% |
18.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 587'816 CHF | 236'126 CHF | 99.38% | 99.38% |
15.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 597'957 CHF | 240'183 CHF | 99.37% | 99.37% |
14.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 590'764 CHF | 237'305 CHF | 99.38% | 99.38% |
13.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 587'936 CHF | 236'174 CHF | 99.38% | 99.38% |
12.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 596'416 CHF | 239'566 CHF | 99.11% | 99.11% |
11.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 617'008 CHF | 247'803 CHF | 99.38% | 99.38% |
08.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 601'834 CHF | 241'734 CHF | 99.38% | 99.38% |
07.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 596'134 CHF | 239'454 CHF | 98.69% | 98.69% |