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 | 0.46% | 2.17 CHF | 2.18 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 325'155 CHF | 108'885 CHF | 99.37% | 99.37% |
19.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 150'000 | 50'000 | 105'653 | 64'768 | 228'361 CHF | 141'025 CHF | 99.38% | 99.38% |
18.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'247 CHF | 169'997 CHF | 97.55% | 97.55% |
15.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'700 CHF | 166'450 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'221 CHF | 173'971 CHF | 99.37% | 99.37% |
13.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'027 CHF | 170'777 CHF | 96.86% | 96.86% |
12.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'494 CHF | 175'244 CHF | 96.86% | 96.86% |
11.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'949 CHF | 172'699 CHF | 99.38% | 99.38% |
08.11.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'796 CHF | 162'546 CHF | 90.80% | 90.80% |
07.11.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'218 CHF | 169'968 CHF | 98.70% | 98.70% |