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% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'299 CHF | 205'077 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'314 CHF | 197'115 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'724 CHF | 197'474 CHF | 99.54% | 99.54% |
15.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'299 CHF | 145'864 CHF | 77.20% | 77.20% |
14.11.2024 | 0.35% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'030 CHF | 162'605 CHF | 99.44% | 99.44% |
13.11.2024 | 0.35% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 49'818 | 49'818 | 158'552 CHF | 159'112 CHF | 98.88% | 98.88% |
12.11.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'753 CHF | 163'283 CHF | 88.40% | 88.40% |
11.11.2024 | 0.34% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'810 CHF | 161'357 CHF | 98.45% | 98.45% |
08.11.2024 | 0.34% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'816 CHF | 156'353 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 72'384 | 72'384 | 222'456 CHF | 223'301 CHF | 98.36% | 98.36% |