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 | 0.44% | 2.26 CHF | 2.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 338'692 CHF | 113'397 CHF | 99.38% | 99.38% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 150'000 | 50'000 | 105'653 | 64'768 | 237'868 CHF | 146'854 CHF | 99.37% | 99.37% |
18.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'038 CHF | 176'788 CHF | 97.50% | 97.50% |
15.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'497 CHF | 173'247 CHF | 99.38% | 99.38% |
14.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'021 CHF | 180'771 CHF | 99.37% | 99.37% |
13.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'765 CHF | 177'515 CHF | 96.85% | 96.85% |
12.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'234 CHF | 181'984 CHF | 96.85% | 96.85% |
11.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'654 CHF | 179'404 CHF | 99.38% | 99.38% |
08.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'448 CHF | 169'198 CHF | 90.79% | 90.79% |
07.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'871 CHF | 176'621 CHF | 98.70% | 98.70% |