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 | 0.47% | 2.10 CHF | 2.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 316'289 CHF | 105'930 CHF | 98.93% | 98.93% |
19.11.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 323'127 CHF | 108'209 CHF | 98.90% | 98.90% |
18.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 331'562 CHF | 111'021 CHF | 97.02% | 97.02% |
15.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 337'513 CHF | 113'004 CHF | 99.37% | 99.37% |
14.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 331'060 CHF | 110'853 CHF | 99.37% | 99.37% |
13.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 317'749 CHF | 106'416 CHF | 96.85% | 96.85% |
12.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 308'653 CHF | 103'384 CHF | 96.79% | 96.79% |
11.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 297'930 CHF | 99'810 CHF | 98.87% | 98.87% |
08.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 297'646 CHF | 99'715 CHF | 93.76% | 93.76% |
07.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 304'722 CHF | 102'074 CHF | 98.69% | 98.69% |