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% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 814'060 CHF | 272'353 CHF | 99.34% | 99.34% |
19.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 799'529 CHF | 267'510 CHF | 98.81% | 98.81% |
18.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 807'903 CHF | 270'301 CHF | 97.26% | 97.26% |
15.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 800'938 CHF | 267'979 CHF | 99.21% | 99.21% |
14.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'514 CHF | 264'505 CHF | 98.24% | 98.24% |
13.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 813'719 CHF | 272'240 CHF | 96.74% | 96.74% |
12.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 798'623 CHF | 267'208 CHF | 89.42% | 89.42% |
11.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 763'054 CHF | 255'351 CHF | 98.82% | 98.82% |
08.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 751'893 CHF | 251'631 CHF | 93.34% | 93.34% |
07.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 773'470 CHF | 258'823 CHF | 98.26% | 98.26% |