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 | 0.43% | 2.33 CHF | 2.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 576'442 CHF | 231'577 CHF | 99.17% | 99.17% |
19.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 570'653 CHF | 229'261 CHF | 99.17% | 99.17% |
18.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 570'494 CHF | 229'197 CHF | 99.23% | 99.23% |
15.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 577'528 CHF | 232'011 CHF | 99.17% | 99.17% |
14.11.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 577'992 CHF | 232'197 CHF | 99.16% | 99.16% |
13.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 607'353 CHF | 243'941 CHF | 99.17% | 99.17% |
12.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 599'770 CHF | 240'908 CHF | 99.17% | 99.17% |
11.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 581'590 CHF | 233'636 CHF | 99.17% | 99.17% |
08.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 575'837 CHF | 231'335 CHF | 99.17% | 99.17% |
07.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 560'898 CHF | 225'359 CHF | 98.06% | 98.06% |