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 | 0.48% | 2.12 CHF | 2.13 CHF | 280'000 | 280'000 | 114'125 | 114'125 | 241'649 CHF | 242'793 CHF | 99.89% | 99.89% |
19.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 280'000 | 280'000 | 110'687 | 110'687 | 229'777 CHF | 230'886 CHF | 99.95% | 99.95% |
18.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 280'000 | 280'000 | 107'074 | 107'074 | 223'108 CHF | 224'181 CHF | 99.89% | 99.89% |
15.11.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 230'573 CHF | 231'689 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 270'000 | 270'000 | 109'048 | 109'048 | 220'635 CHF | 221'727 CHF | 99.76% | 99.76% |
13.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 280'000 | 280'000 | 113'502 | 113'502 | 238'683 CHF | 239'820 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 280'000 | 280'000 | 111'404 | 111'404 | 231'133 CHF | 232'249 CHF | 99.95% | 99.95% |
11.11.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 201'103 CHF | 202'134 CHF | 99.35% | 99.35% |
08.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 196'787 CHF | 197'819 CHF | 99.53% | 99.53% |
07.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 212'234 CHF | 213'317 CHF | 99.86% | 99.86% |