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 | 0.38% | 2.65 CHF | 2.66 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 398'531 CHF | 133'344 CHF | 98.93% | 98.93% |
19.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 405'144 CHF | 135'548 CHF | 98.90% | 98.90% |
18.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 413'833 CHF | 138'444 CHF | 97.05% | 97.05% |
15.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 419'890 CHF | 140'463 CHF | 99.37% | 99.37% |
14.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 413'632 CHF | 138'377 CHF | 99.37% | 99.37% |
13.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 399'590 CHF | 133'697 CHF | 96.85% | 96.85% |
12.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 390'460 CHF | 130'653 CHF | 96.83% | 96.83% |
11.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 379'515 CHF | 127'005 CHF | 98.87% | 98.87% |
08.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 378'639 CHF | 126'713 CHF | 93.76% | 93.76% |
07.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 386'017 CHF | 129'172 CHF | 98.70% | 98.70% |