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% | 2.24 CHF | 2.25 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 254'677 CHF | 255'821 CHF | 99.89% | 99.89% |
19.11.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 280'000 | 280'000 | 110'665 | 110'665 | 242'483 CHF | 243'591 CHF | 99.95% | 99.95% |
18.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 280'000 | 280'000 | 107'062 | 107'062 | 235'412 CHF | 236'485 CHF | 99.89% | 99.89% |
15.11.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 280'000 | 280'000 | 111'145 | 111'145 | 243'249 CHF | 244'364 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 233'128 CHF | 234'220 CHF | 99.76% | 99.76% |
13.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 251'682 CHF | 252'819 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 280'000 | 280'000 | 111'379 | 111'379 | 243'831 CHF | 244'946 CHF | 99.95% | 99.95% |
11.11.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 270'000 | 270'000 | 102'900 | 102'900 | 212'730 CHF | 213'761 CHF | 99.35% | 99.35% |
08.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 208'494 CHF | 209'527 CHF | 99.53% | 99.53% |
07.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 260'000 | 260'000 | 108'125 | 108'125 | 224'560 CHF | 225'644 CHF | 99.86% | 99.86% |