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 | 0.38% | 2.72 CHF | 2.73 CHF | 280'000 | 280'000 | 114'130 | 114'130 | 309'180 CHF | 310'324 CHF | 99.89% | 99.89% |
19.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 280'000 | 280'000 | 110'661 | 110'661 | 295'046 CHF | 296'154 CHF | 99.95% | 99.95% |
18.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 280'000 | 280'000 | 107'075 | 107'075 | 286'594 CHF | 287'666 CHF | 99.89% | 99.89% |
15.11.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 280'000 | 280'000 | 111'145 | 111'145 | 296'478 CHF | 297'592 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 285'356 CHF | 286'448 CHF | 99.76% | 99.76% |
13.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 280'000 | 280'000 | 113'502 | 113'502 | 305'768 CHF | 306'906 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 280'000 | 280'000 | 111'407 | 111'407 | 296'832 CHF | 297'948 CHF | 99.95% | 99.95% |
11.11.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 270'000 | 270'000 | 102'895 | 102'895 | 261'586 CHF | 262'617 CHF | 99.35% | 99.35% |
08.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 257'021 CHF | 258'054 CHF | 99.53% | 99.53% |
07.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 260'000 | 260'000 | 108'126 | 108'126 | 275'385 CHF | 276'468 CHF | 99.86% | 99.86% |