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% | 2.46 CHF | 2.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 367'388 CHF | 122'963 CHF | 99.38% | 99.38% |
19.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 150'000 | 50'000 | 105'653 | 64'768 | 258'079 CHF | 159'239 CHF | 99.38% | 99.38% |
18.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'485 CHF | 191'235 CHF | 97.56% | 97.56% |
15.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'995 CHF | 187'745 CHF | 99.38% | 99.38% |
14.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'498 CHF | 195'248 CHF | 99.37% | 99.37% |
13.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'149 CHF | 191'899 CHF | 96.95% | 96.95% |
12.11.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'548 CHF | 196'298 CHF | 96.91% | 96.91% |
11.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'942 CHF | 193'692 CHF | 99.38% | 99.38% |
08.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'605 CHF | 183'355 CHF | 90.80% | 90.80% |
07.11.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'057 CHF | 190'807 CHF | 98.69% | 98.69% |