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 | 0.44% | 2.33 CHF | 2.34 CHF | 280'000 | 280'000 | 114'131 | 114'131 | 265'411 CHF | 266'555 CHF | 99.89% | 99.89% |
19.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 280'000 | 280'000 | 110'664 | 110'664 | 252'661 CHF | 253'770 CHF | 99.95% | 99.95% |
18.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 280'000 | 280'000 | 107'079 | 107'079 | 245'396 CHF | 246'469 CHF | 99.89% | 99.89% |
15.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 280'000 | 280'000 | 111'149 | 111'149 | 253'678 CHF | 254'793 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 243'274 CHF | 244'366 CHF | 99.76% | 99.76% |
13.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 280'000 | 280'000 | 113'497 | 113'497 | 262'224 CHF | 263'361 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 280'000 | 280'000 | 111'405 | 111'405 | 254'180 CHF | 255'296 CHF | 99.95% | 99.95% |
11.11.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 270'000 | 270'000 | 102'892 | 102'892 | 222'258 CHF | 223'289 CHF | 99.36% | 99.36% |
08.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 217'859 CHF | 218'892 CHF | 99.53% | 99.53% |
07.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 234'393 CHF | 235'476 CHF | 99.86% | 99.86% |