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 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'464 CHF | 208'214 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'494 CHF | 200'244 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'920 CHF | 200'670 CHF | 99.54% | 99.54% |
15.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'394 CHF | 147'951 CHF | 77.20% | 77.20% |
14.11.2024 | 0.34% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'175 CHF | 164'741 CHF | 99.44% | 99.44% |
13.11.2024 | 0.34% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 49'818 | 49'818 | 160'664 CHF | 161'204 CHF | 98.88% | 98.88% |
12.11.2024 | 0.32% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'845 CHF | 165'370 CHF | 88.40% | 88.40% |
11.11.2024 | 0.33% | 3.23 CHF | 3.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'931 CHF | 163'474 CHF | 98.45% | 98.45% |
08.11.2024 | 0.35% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'917 CHF | 158'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 3.17 CHF | 3.18 CHF | 75'000 | 75'000 | 72'384 | 72'384 | 225'572 CHF | 226'367 CHF | 98.36% | 98.36% |