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 | 0.41% | 2.39 CHF | 2.40 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 726'502 CHF | 182'375 CHF | 99.38% | 99.38% |
19.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 699'386 CHF | 175'597 CHF | 99.38% | 99.38% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 694'832 CHF | 174'458 CHF | 99.26% | 99.26% |
15.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 679'069 CHF | 170'517 CHF | 98.76% | 98.76% |
14.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 756'716 CHF | 189'929 CHF | 99.37% | 99.37% |
13.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 750'595 CHF | 188'399 CHF | 99.37% | 99.37% |
12.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 757'973 CHF | 190'243 CHF | 99.37% | 99.37% |
11.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 745'577 CHF | 187'144 CHF | 99.38% | 99.38% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 701'455 CHF | 176'114 CHF | 99.38% | 99.38% |
07.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 684'073 CHF | 171'768 CHF | 98.37% | 98.37% |