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 | 0.35% | 2.90 CHF | 2.91 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 329'740 CHF | 330'883 CHF | 99.89% | 99.89% |
19.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 280'000 | 280'000 | 110'667 | 110'667 | 314'983 CHF | 316'092 CHF | 99.95% | 99.95% |
18.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 280'000 | 280'000 | 107'063 | 107'063 | 305'924 CHF | 306'997 CHF | 99.89% | 99.89% |
15.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 280'000 | 280'000 | 111'144 | 111'144 | 316'606 CHF | 317'721 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 305'017 CHF | 306'109 CHF | 99.76% | 99.76% |
13.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 280'000 | 280'000 | 113'507 | 113'507 | 326'143 CHF | 327'280 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 280'000 | 280'000 | 111'382 | 111'382 | 316'714 CHF | 317'830 CHF | 99.95% | 99.95% |
11.11.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 270'000 | 270'000 | 102'901 | 102'901 | 279'933 CHF | 280'964 CHF | 99.35% | 99.35% |
08.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 275'214 CHF | 276'247 CHF | 99.53% | 99.53% |
07.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 260'000 | 260'000 | 108'123 | 108'123 | 294'659 CHF | 295'743 CHF | 99.86% | 99.86% |