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 | 0.43% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'682 CHF | 173'432 CHF | 99.05% | 99.05% |
19.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'216 CHF | 177'966 CHF | 97.50% | 97.50% |
18.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'248 CHF | 182'998 CHF | 99.27% | 99.27% |
15.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 185'927 CHF | 186'677 CHF | 99.34% | 99.34% |
14.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'879 CHF | 182'629 CHF | 99.46% | 99.46% |
13.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 66'822 | 66'822 | 154'848 CHF | 155'516 CHF | 99.22% | 99.22% |
12.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 85'230 CHF | 85'610 CHF | 99.09% | 99.09% |
11.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 81'849 CHF | 82'229 CHF | 99.28% | 99.28% |
08.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 81'954 CHF | 82'334 CHF | 99.46% | 99.46% |
07.11.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 84'015 CHF | 84'395 CHF | 99.33% | 99.33% |