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 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 816'502 CHF | 204'875 CHF | 99.37% | 99.37% |
19.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 789'386 CHF | 198'097 CHF | 99.37% | 99.37% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 784'833 CHF | 196'958 CHF | 99.25% | 99.25% |
15.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 769'069 CHF | 193'017 CHF | 98.76% | 98.76% |
14.11.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 846'716 CHF | 212'429 CHF | 99.37% | 99.37% |
13.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 839'945 CHF | 210'736 CHF | 99.37% | 99.37% |
12.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 847'401 CHF | 212'600 CHF | 99.37% | 99.37% |
11.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 835'577 CHF | 209'644 CHF | 99.38% | 99.38% |
08.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 791'455 CHF | 198'614 CHF | 99.38% | 99.38% |
07.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 774'070 CHF | 194'268 CHF | 98.38% | 98.38% |