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 | 0.44% | 2.31 CHF | 2.32 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 687'630 CHF | 115'105 CHF | 99.16% | 99.16% |
19.11.2024 | 0.42% | 2.25 CHF | 2.26 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 707'071 CHF | 118'345 CHF | 96.62% | 96.62% |
18.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 50'000 | 300'000 | 69'567 | 754'699 CHF | 175'625 CHF | 99.21% | 99.21% |
15.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 758'175 CHF | 190'294 CHF | 99.17% | 99.17% |
14.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 773'767 CHF | 194'192 CHF | 99.15% | 99.15% |
13.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 756'752 CHF | 189'938 CHF | 99.16% | 99.16% |
12.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 806'785 CHF | 202'446 CHF | 99.16% | 99.16% |
11.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 835'706 CHF | 209'676 CHF | 99.16% | 99.16% |
08.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 806'552 CHF | 202'388 CHF | 99.17% | 99.17% |
07.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 816'461 CHF | 204'865 CHF | 98.18% | 98.18% |