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 | 0.47% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 343'305 CHF | 344'905 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 342'241 CHF | 343'841 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 2.00 CHF | 2.01 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 300'054 CHF | 301'654 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 263'408 CHF | 265'008 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.68 CHF | 1.69 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 246'783 CHF | 248'383 CHF | 99.91% | 99.91% |
13.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 314'375 CHF | 315'975 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 306'674 CHF | 308'274 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.02 CHF | 2.03 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 373'119 CHF | 374'719 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 424'553 CHF | 426'153 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.72 CHF | 2.73 CHF | 160'000 | 160'000 | 159'876 | 159'876 | 405'111 CHF | 406'711 CHF | 100.00% | 100.00% |