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 | 0.40% | 2.59 CHF | 2.60 CHF | 280'000 | 280'000 | 114'133 | 114'133 | 294'480 CHF | 295'623 CHF | 99.89% | 99.89% |
19.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280'000 | 280'000 | 110'687 | 110'687 | 280'964 CHF | 282'073 CHF | 99.95% | 99.95% |
18.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 280'000 | 280'000 | 107'085 | 107'085 | 272'864 CHF | 273'937 CHF | 99.89% | 99.89% |
15.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280'000 | 280'000 | 111'181 | 111'181 | 282'293 CHF | 283'408 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 271'377 CHF | 272'469 CHF | 99.76% | 99.76% |
13.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 280'000 | 280'000 | 113'500 | 113'500 | 291'169 CHF | 292'306 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280'000 | 280'000 | 111'410 | 111'410 | 282'622 CHF | 283'738 CHF | 99.95% | 99.95% |
11.11.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 270'000 | 270'000 | 102'894 | 102'894 | 248'530 CHF | 249'560 CHF | 99.35% | 99.35% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 244'070 CHF | 245'103 CHF | 99.53% | 99.53% |
07.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 261'835 CHF | 262'918 CHF | 99.86% | 99.86% |