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 | 0.42% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'795 CHF | 237'932 CHF | 99.38% | 99.38% |
19.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 684'557 CHF | 229'186 CHF | 99.37% | 99.37% |
18.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 675'701 CHF | 226'234 CHF | 99.25% | 99.25% |
15.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 661'227 CHF | 221'409 CHF | 98.76% | 98.76% |
14.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 737'215 CHF | 246'738 CHF | 99.37% | 99.37% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 729'436 CHF | 244'145 CHF | 99.37% | 99.37% |
12.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'132 CHF | 246'377 CHF | 99.38% | 99.38% |
11.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 723'991 CHF | 242'330 CHF | 99.38% | 99.38% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'132 CHF | 228'044 CHF | 99.38% | 99.38% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 666'118 CHF | 223'040 CHF | 98.38% | 98.38% |