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% | 2.94 CHF | 2.95 CHF | 280'000 | 280'000 | 114'115 | 114'115 | 334'634 CHF | 335'778 CHF | 99.89% | 99.89% |
19.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 280'000 | 280'000 | 110'695 | 110'695 | 319'866 CHF | 320'975 CHF | 99.95% | 99.95% |
18.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 280'000 | 280'000 | 107'063 | 107'063 | 310'554 CHF | 311'626 CHF | 99.89% | 99.89% |
15.11.2024 | 0.36% | 2.92 CHF | 2.93 CHF | 280'000 | 280'000 | 111'178 | 111'178 | 321'626 CHF | 322'741 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 309'971 CHF | 311'063 CHF | 99.76% | 99.76% |
13.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 331'014 CHF | 332'151 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 280'000 | 280'000 | 111'409 | 111'409 | 321'707 CHF | 322'823 CHF | 99.95% | 99.95% |
11.11.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 284'561 CHF | 285'592 CHF | 99.35% | 99.35% |
08.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 279'929 CHF | 280'962 CHF | 99.53% | 99.53% |
07.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 260'000 | 260'000 | 108'128 | 108'128 | 299'440 CHF | 300'523 CHF | 99.86% | 99.86% |