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 | 0.40% | 2.47 CHF | 2.48 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 371'271 CHF | 124'257 CHF | 98.93% | 98.93% |
19.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 377'974 CHF | 126'491 CHF | 98.90% | 98.90% |
18.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 386'542 CHF | 129'347 CHF | 97.03% | 97.03% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 392'401 CHF | 131'300 CHF | 99.37% | 99.37% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 386'187 CHF | 129'229 CHF | 99.37% | 99.37% |
13.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 372'301 CHF | 124'600 CHF | 96.85% | 96.85% |
12.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 363'297 CHF | 121'599 CHF | 96.81% | 96.81% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 352'467 CHF | 117'989 CHF | 98.86% | 98.86% |
08.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 351'689 CHF | 117'730 CHF | 93.67% | 93.67% |
07.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 359'048 CHF | 120'183 CHF | 98.69% | 98.69% |