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 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'266 CHF | 190'016 CHF | 99.10% | 99.10% |
19.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'742 CHF | 194'492 CHF | 97.46% | 97.46% |
18.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 198'896 CHF | 199'646 CHF | 99.31% | 99.31% |
15.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'576 CHF | 203'326 CHF | 98.93% | 98.93% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 198'535 CHF | 199'285 CHF | 99.43% | 99.43% |
13.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 75'000 | 75'000 | 66'812 | 66'811 | 169'573 CHF | 170'240 CHF | 99.10% | 99.10% |
12.11.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 93'595 CHF | 93'975 CHF | 98.96% | 98.96% |
11.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 90'200 CHF | 90'580 CHF | 99.30% | 99.30% |
08.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 90'255 CHF | 90'635 CHF | 99.41% | 99.41% |
07.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 92'332 CHF | 92'712 CHF | 99.22% | 99.22% |