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 | 0.37% | 2.80 CHF | 2.81 CHF | 280'000 | 280'000 | 114'127 | 114'127 | 319'247 CHF | 320'390 CHF | 99.89% | 99.89% |
19.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280'000 | 280'000 | 110'661 | 110'661 | 304'697 CHF | 305'806 CHF | 99.95% | 99.95% |
18.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280'000 | 280'000 | 107'074 | 107'074 | 295'996 CHF | 297'069 CHF | 99.89% | 99.89% |
15.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280'000 | 280'000 | 111'146 | 111'146 | 306'260 CHF | 307'375 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 270'000 | 270'000 | 109'047 | 109'047 | 294'966 CHF | 296'059 CHF | 99.76% | 99.76% |
13.11.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 315'653 CHF | 316'790 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 280'000 | 280'000 | 111'404 | 111'404 | 306'544 CHF | 307'660 CHF | 99.95% | 99.95% |
11.11.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 270'000 | 270'000 | 102'890 | 102'890 | 270'469 CHF | 271'500 CHF | 99.36% | 99.36% |
08.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 265'839 CHF | 266'872 CHF | 99.53% | 99.53% |
07.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 284'846 CHF | 285'930 CHF | 99.86% | 99.86% |