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% | 2.77 CHF | 2.78 CHF | 280'000 | 280'000 | 114'127 | 114'127 | 314'820 CHF | 315'963 CHF | 99.89% | 99.89% |
19.11.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 280'000 | 280'000 | 110'692 | 110'692 | 300'616 CHF | 301'725 CHF | 99.95% | 99.95% |
18.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 280'000 | 280'000 | 107'083 | 107'083 | 291'959 CHF | 293'032 CHF | 99.89% | 99.89% |
15.11.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 280'000 | 280'000 | 111'179 | 111'179 | 302'137 CHF | 303'253 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 270'000 | 270'000 | 109'048 | 109'048 | 290'895 CHF | 291'987 CHF | 99.76% | 99.76% |
13.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 311'370 CHF | 312'507 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 280'000 | 280'000 | 111'406 | 111'406 | 302'351 CHF | 303'467 CHF | 99.95% | 99.95% |
11.11.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 270'000 | 270'000 | 102'895 | 102'895 | 266'785 CHF | 267'816 CHF | 99.36% | 99.36% |
08.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 262'228 CHF | 263'260 CHF | 99.53% | 99.53% |
07.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 280'888 CHF | 281'972 CHF | 99.86% | 99.86% |