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% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 787'665 CHF | 263'555 CHF | 99.33% | 99.33% |
19.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 772'897 CHF | 258'632 CHF | 98.83% | 98.83% |
18.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 781'297 CHF | 261'432 CHF | 97.27% | 97.27% |
15.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 774'223 CHF | 259'074 CHF | 99.22% | 99.22% |
14.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 763'710 CHF | 255'570 CHF | 98.24% | 98.24% |
13.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 787'226 CHF | 263'409 CHF | 96.89% | 96.89% |
12.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 772'110 CHF | 258'370 CHF | 89.38% | 89.38% |
11.11.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'604 CHF | 246'535 CHF | 98.82% | 98.82% |
08.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 725'712 CHF | 242'904 CHF | 93.33% | 93.33% |
07.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 746'925 CHF | 249'975 CHF | 98.26% | 98.26% |