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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 523'236 CHF | 524'936 CHF | 100.00% | 100.00% |
20.11.2024 | 0.40% | 2.65 CHF | 2.66 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 427'425 CHF | 429'125 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 427'674 CHF | 429'374 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 406'027 CHF | 407'827 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 368'032 CHF | 369'832 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 351'137 CHF | 352'937 CHF | 99.91% | 99.91% |
13.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 396'911 CHF | 398'611 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 389'847 CHF | 391'547 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.40 CHF | 2.41 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 429'082 CHF | 430'682 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 477'175 CHF | 478'775 CHF | 100.00% | 100.00% |