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 | 0.45% | 2.30 CHF | 2.31 CHF | 280'000 | 280'000 | 114'116 | 114'116 | 262'025 CHF | 263'168 CHF | 99.89% | 99.89% |
19.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 280'000 | 280'000 | 110'695 | 110'695 | 249'511 CHF | 250'620 CHF | 99.95% | 99.95% |
18.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 280'000 | 280'000 | 107'065 | 107'065 | 242'256 CHF | 243'329 CHF | 99.89% | 99.89% |
15.11.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 280'000 | 280'000 | 111'178 | 111'178 | 250'520 CHF | 251'635 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 240'179 CHF | 241'272 CHF | 99.76% | 99.76% |
13.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 258'870 CHF | 260'007 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 280'000 | 280'000 | 111'418 | 111'418 | 250'968 CHF | 252'084 CHF | 99.95% | 99.95% |
11.11.2024 | 0.48% | 2.20 CHF | 2.21 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 219'455 CHF | 220'486 CHF | 99.36% | 99.36% |
08.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 215'117 CHF | 216'150 CHF | 99.53% | 99.53% |
07.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 260'000 | 260'000 | 108'121 | 108'121 | 231'406 CHF | 232'489 CHF | 99.86% | 99.86% |