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 | 0.36% | 2.78 CHF | 2.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 560'792 CHF | 562'792 CHF | 99.81% | 99.81% |
19.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 540'958 CHF | 542'958 CHF | 99.72% | 99.72% |
18.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 546'486 CHF | 548'486 CHF | 99.71% | 99.71% |
15.11.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 550'341 CHF | 552'341 CHF | 99.81% | 99.81% |
14.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 556'839 CHF | 558'839 CHF | 99.81% | 99.81% |
13.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 557'597 CHF | 559'597 CHF | 99.81% | 99.81% |
12.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 549'996 CHF | 551'996 CHF | 99.51% | 99.51% |
11.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 550'516 CHF | 552'516 CHF | 99.72% | 99.72% |
08.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 550'429 CHF | 552'429 CHF | 99.81% | 99.81% |
07.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 562'336 CHF | 564'336 CHF | 95.70% | 95.70% |