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 | 0.42% | 2.37 CHF | 2.38 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 354'174 CHF | 118'558 CHF | 99.38% | 99.38% |
19.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 150'000 | 50'000 | 105'653 | 64'767 | 248'927 CHF | 153'645 CHF | 99.38% | 99.38% |
18.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'920 CHF | 184'670 CHF | 97.61% | 97.61% |
15.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'429 CHF | 181'179 CHF | 99.37% | 99.37% |
14.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'969 CHF | 188'719 CHF | 99.37% | 99.37% |
13.11.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'737 CHF | 185'487 CHF | 96.85% | 96.85% |
12.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'127 CHF | 189'877 CHF | 96.83% | 96.83% |
11.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'448 CHF | 187'198 CHF | 99.38% | 99.38% |
08.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'153 CHF | 176'903 CHF | 90.80% | 90.80% |
07.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'655 CHF | 184'405 CHF | 98.69% | 98.69% |