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 | 0.46% | 2.21 CHF | 2.22 CHF | 280'000 | 280'000 | 114'123 | 114'123 | 251'858 CHF | 253'002 CHF | 99.89% | 99.89% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 280'000 | 280'000 | 110'691 | 110'691 | 239'644 CHF | 240'753 CHF | 99.95% | 99.95% |
18.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 280'000 | 280'000 | 107'076 | 107'076 | 232'694 CHF | 233'767 CHF | 99.89% | 99.89% |
15.11.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 280'000 | 280'000 | 111'177 | 111'177 | 240'548 CHF | 241'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 230'411 CHF | 231'503 CHF | 99.76% | 99.76% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 248'777 CHF | 249'914 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.21 CHF | 2.22 CHF | 280'000 | 280'000 | 111'416 | 111'416 | 241'062 CHF | 242'178 CHF | 99.95% | 99.95% |
11.11.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 270'000 | 270'000 | 102'890 | 102'890 | 210'267 CHF | 211'298 CHF | 99.35% | 99.35% |
08.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 260'000 | 260'000 | 103'097 | 103'097 | 205'962 CHF | 206'995 CHF | 99.53% | 99.53% |
07.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 221'870 CHF | 222'954 CHF | 99.86% | 99.86% |