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% | 2.72 CHF | 2.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 402'670 CHF | 404'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 414'852 CHF | 416'352 CHF | 99.91% | 99.91% |
18.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'028 CHF | 199'778 CHF | 99.91% | 99.91% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'105 CHF | 197'855 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'905 CHF | 204'655 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'840 CHF | 212'590 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'315 CHF | 212'065 CHF | 99.70% | 99.70% |
11.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'425 CHF | 197'175 CHF | 99.87% | 99.87% |
08.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'446 CHF | 195'196 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'737 CHF | 176'487 CHF | 99.91% | 99.91% |