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% | 2.63 CHF | 2.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 650'421 CHF | 261'168 CHF | 99.17% | 99.17% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 644'367 CHF | 258'747 CHF | 99.17% | 99.17% |
18.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 644'478 CHF | 258'791 CHF | 99.23% | 99.23% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 651'016 CHF | 261'407 CHF | 99.17% | 99.17% |
14.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 652'038 CHF | 261'815 CHF | 99.16% | 99.16% |
13.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 681'015 CHF | 273'406 CHF | 99.17% | 99.17% |
12.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 673'427 CHF | 270'371 CHF | 99.17% | 99.17% |
11.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 655'204 CHF | 263'082 CHF | 99.17% | 99.17% |
08.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 649'384 CHF | 260'754 CHF | 99.17% | 99.17% |
07.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 634'547 CHF | 254'819 CHF | 98.06% | 98.06% |