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 | 0.37% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'827 CHF | 215'619 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'865 CHF | 207'659 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'287 CHF | 208'037 CHF | 99.54% | 99.54% |
15.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'328 CHF | 152'894 CHF | 77.20% | 77.20% |
14.11.2024 | 0.34% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'065 CHF | 169'646 CHF | 99.44% | 99.44% |
13.11.2024 | 0.34% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 49'818 | 49'818 | 165'560 CHF | 166'116 CHF | 98.88% | 98.88% |
12.11.2024 | 0.33% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'756 CHF | 170'315 CHF | 88.40% | 88.40% |
11.11.2024 | 0.33% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'836 CHF | 168'386 CHF | 98.45% | 98.45% |
08.11.2024 | 0.33% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'853 CHF | 163'384 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 3.27 CHF | 3.28 CHF | 75'000 | 75'000 | 72'384 | 72'384 | 232'640 CHF | 233'434 CHF | 98.36% | 98.36% |