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 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 732'937 CHF | 245'312 CHF | 99.63% | 99.63% |
19.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 700'919 CHF | 234'640 CHF | 98.93% | 98.93% |
18.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 693'665 CHF | 232'222 CHF | 99.23% | 99.23% |
15.11.2024 | 0.40% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'761 CHF | 249'254 CHF | 99.35% | 99.35% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 773'651 CHF | 258'884 CHF | 97.32% | 97.32% |
13.11.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 784'999 CHF | 262'666 CHF | 95.28% | 95.28% |
12.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 800'119 CHF | 267'706 CHF | 99.31% | 99.31% |
11.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 841'338 CHF | 281'446 CHF | 99.40% | 99.40% |
08.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 864'217 CHF | 289'072 CHF | 99.38% | 99.38% |
07.11.2024 | 0.38% | 2.96 CHF | 2.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'184'170 CHF | 396'223 CHF | 98.57% | 98.57% |